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A better way to bootstrap pairs Author info | Abstract | Publisher info | Download info | Related research | Statistics Flachaire, Emmanuel
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Article provided by Elsevier in its journal Economics Letters .
Volume (Year): 64 (1999)
Issue (Month): 3 (September)
Pages: 257-262
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Handle: RePEc:eee:ecolet:v:64:y:1999:i:3:p:257-262Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet
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References listed on IDEAS 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.: Russell Davidson & James G. MacKinnon, 1984.
"Implicit Alternatives and the Local Power of Test Statistics ,"
Working Papers
556, Queen's University, Department of Economics.
Other versions:
Davidson , R. & Mackinnon, J.G., 1985.
"Implicit alternatives and the local power of test statistics ,"
CORE Discussion Papers
1985025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Davidson, Russell & MacKinnon, James G, 1987.
"Implicit Alternatives and the Local Power of Test Statistics ,"
Econometrica ,
Econometric Society, vol. 55(6), pages 1305-29, November.
[Downloadable!] (restricted) Joel L. Horowitz, 1996.
"Bootstrap Methods in Econometrics: Theory and Numerical Performance ,"
Econometrics
9602009, EconWPA, revised 05 Mar 1996.
[Downloadable!]
Hall, Peter & Horowitz, Joel L, 1996.
"Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators ,"
Econometrica ,
Econometric Society, vol. 64(4), pages 891-916, July.
[Downloadable!] (restricted)
MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties ,"
Journal of Econometrics ,
Elsevier, vol. 29(3), pages 305-325, September.
[Downloadable!] (restricted)
Other versions: Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests ,"
Econometric Theory ,
Cambridge University Press, vol. 15(03), pages 361-376, June.
[Downloadable!]
Other versions: Russell Davidson & James G. MacKinnon, 1996.
"The Power of Bootstrap Tests ,"
Working Papers
937, Queen's University, Department of Economics.
[Downloadable!]
Horowitz, Joel L., 1994.
"Bootstrap-based critical values for the information matrix test ,"
Journal of Econometrics ,
Elsevier, vol. 61(2), pages 395-411, April.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , 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.)
Stan Hurn, 2004.
"Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity ,"
Econometric Society 2004 Australasian Meetings
348, Econometric Society.
[Downloadable!]
Other versions: Emmanuel Flachaire, 2001.
"The Wild Bootstrap, Tamed at Last ,"
STICERD - Distributional Analysis Research Programme Papers
58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:
Russell Davidson & Emmanuel Flachaire, 2001.
"The Wild Bootstrap, Tamed at Last ,"
Working Papers
1000, Queen's University, Department of Economics.
[Downloadable!] Russell Davidson & Emmanuel Flachaire, 2000.
"The Wild Bootstrap, Tamed at Last ,"
Econometric Society World Congress 2000 Contributed Papers
1413, Econometric Society.
[Downloadable!] Davidson, R. & Flachaire, E., 1999.
"The Wild Bootstrap, Tamed at Last ,"
G.R.E.Q.A.M.
99a32, Universite Aix-Marseille III.
Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last ,"
Journal of Econometrics ,
Elsevier, vol. 146(1), pages 162-169, September.
[Downloadable!] (restricted) Giorgio Topa & Stephen Ross & Patrick Bayer, 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working Papers
05-23, Center for Economic Studies, U.S. Census Bureau.
[Downloadable!]
Other versions:
Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2004.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working papers
2004-07, University of Connecticut, Department of Economics, revised Oct 2005.
[Downloadable!] Patrick Bayer & Stephen Ross & Giorgio Topa, 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
NBER Working Papers
11019, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Patrick Bayer & Stephen L. Ross, 2004.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Econometric Society 2004 North American Summer Meetings
495, Econometric Society.
[Downloadable!] Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working Papers
927, Economic Growth Center, Yale University.
[Downloadable!] Bayer, Patrick & Ross, Stephen L., 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working Papers
8, Yale University, Department of Economics.
[Downloadable!] Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2008.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Journal of Political Economy ,
University of Chicago Press, vol. 116(6), pages 1150-1196, December.
[Downloadable!] (restricted) Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006.
"Bootstrapping pairs in Distance-Based Regression ,"
Working Papers in Economics
154, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Emmanuel Flachaire, 2005.
"More efficient tests robust to heteroskedasticity of unknown form ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175914_v1, HAL.
[Downloadable!]
Adrian Pagan & Hashem Pesaran, 2007.
"Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 ,"
NCER Working Paper Series
7, National Centre for Econometric Research.
[Downloadable!]
Emmanuel Flachaire, 2005.
"Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175910_v1, HAL.
[Downloadable!]
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