Bootstrap Methods in Econometrics: Theory and Numerical Performance
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Bibliographic InfoPaper provided by University of Iowa, Department of Economics in its series Working Papers with number 95-10.
Length: 53 pages
Date of creation: 1995
Date of revision:
Contact details of provider:
Postal: University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242
Phone: (319) 335-0829
Fax: (319) 335-1956
Web page: http://tippie.uiowa.edu/economics/
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- Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
- Andersson, Michael K. & Gredenhoff, Mikael P., 1997. "Bootstrap Testing for Fractional Integration," Working Paper Series in Economics and Finance 188, Stockholm School of Economics.
- Mackinnon, J-G, 1997.
"The Size and Power of Bootstrap Tests,"
ASSET - Instituto De Economia Publica
153, ASSET (Association of Southern European Economic Theorists).
- Andersson, Michael K. & Gredenhoff, Mikael P., 1998. "Robust Testing for Fractional Integration Using the Bootstrap," Working Paper Series in Economics and Finance 218, Stockholm School of Economics.
- Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
- Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA.
- Leandro Canibano & Araceli Mora, 2000. "Evaluating the statistical significance of de facto accounting harmonization: a study of European global players," European Accounting Review, Taylor & Francis Journals, vol. 9(3), pages 349-369.
- Linton, Oliver, 2002.
"Edgeworth approximations for semiparametric instrumental variable estimators and test statistics,"
Journal of Econometrics,
Elsevier, vol. 106(2), pages 325-368, February.
- Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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