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Efficient estimation of tail-area probabilities in sampling experiments

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  • Davidson, Russell
  • MacKinnon, James G.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 8 (1981)
Issue (Month): 1 ()
Pages: 73-77

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Handle: RePEc:eee:ecolet:v:8:y:1981:i:1:p:73-77

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. Andrews, Donald W K & Monahan, J Christopher, 1992. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 60(4), pages 953-66, July.
  2. Joseph P. Romano & Michael Wolf, 2001. "Improved Nonparametric Confidence Intervals In Time Series Regressions," Statistics and Econometrics Working Papers ws010201, Universidad Carlos III, Departamento de Estadística y Econometría.
  3. Fitzenberger, Bernd, 1998. "The moving blocks bootstrap and robust inference for linear least squares and quantile regressions," Journal of Econometrics, Elsevier, vol. 82(2), pages 235-287, February.
  4. Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Papers 781, Queen's University, Department of Economics.
  5. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.

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