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Size Corrected Power for Bootstrap Tests

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Author Info

  • Manuel A. Dominguez
  • Ignacio N. Lobato

    ()
    (Centro de Investigacion Economica (CIE), Instituto Tecnologico Autonomo de Mexico (ITAM))

Abstract

This note provides an alternative perspective for size-corrected power for a test. The advantage of this approach is that it allows the calculation of size-corrected power for bootstrap tests.

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File URL: http://ftp.itam.mx/pub/academico/inves/lobato/01-02.pdf
File Function: First version, 2001
Download Restriction: no

Bibliographic Info

Paper provided by Centro de Investigacion Economica, ITAM in its series Working Papers with number 0102.

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Length: 6 pages
Date of creation: Jan 2001
Date of revision:
Handle: RePEc:cie:wpaper:0102

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Related research

Keywords: Size-adjusted power; Monte Carlo;

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References

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  1. Jean-Marie Dufour & Jan F. Kiviet, 1998. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Econometrica, Econometric Society, vol. 66(1), pages 79-104, January.
  2. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-59, September.
  3. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-30, March.
  4. Donald W.K. Andrews, 1996. "A Conditional Kolmogorov Test," Cowles Foundation Discussion Papers 1111R, Cowles Foundation for Research in Economics, Yale University.
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Cited by:
  1. Shao, Xiaofeng, 2011. "A bootstrap-assisted spectral test of white noise under unknown dependence," Journal of Econometrics, Elsevier, vol. 162(2), pages 213-224, June.

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