Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 51 (2007)
Issue (Month): 12 (August)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Mackinnon, J-G, 1997.
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ASSET - Instituto De Economia Publica
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Cambridge University Press, vol. 15(03), pages 361-376, June.
- Russell Davidson & James G. MacKinnon, 2001.
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1036, Queen's University, Department of Economics.
- Russell Davidson & James G. MacKinnon, 2004.
"The Power of Bootstrap and Asymptotic Tests,"
1035, Queen's University, Department of Economics.
- Joseph Romano & Michael Wolf, 2003.
"Exact and approximate stepdown methods for multiple hypothesis testing,"
Economics Working Papers
727, Department of Economics and Business, Universitat Pompeu Fabra.
- Joseph P. Romano & Michael Wolf, 2005. "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 94-108, March.
- Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers 1127, Queen's University, Department of Economics.
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