Test inversion bootstrap confidence intervals
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- G. Alastair Young, 2003. "Better bootstrapping by constrained prepivoting," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 227-242.
- Bruce E. Hansen, 1999. "The Grid Bootstrap And The Autoregressive Model," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 594-607, November.
- van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002. "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach," Journal of Econometrics, Elsevier, vol. 108(1), pages 133-156, May.
- Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," Journal of Econometrics, Elsevier, vol. 210(2), pages 291-309.
- Gatta, Valerio & Marcucci, Edoardo & Scaccia, Luisa, 2015. "On finite sample performance of confidence intervals methods for willingness to pay measures," Transportation Research Part A: Policy and Practice, Elsevier, vol. 82(C), pages 169-192.
- Lee, Stephen M.S. & Young, G. Alastair, 2005. "Parametric bootstrapping with nuisance parameters," Statistics & Probability Letters, Elsevier, vol. 71(2), pages 143-153, February.
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