Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties
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- Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
- Joseph P. Romano & Michael Wolf, 2003.
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- Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
- Joseph Romano & Michael Wolf, 2003.
"Exact and approximate stepdown methods for multiple hypothesis testing,"
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727, Department of Economics and Business, Universitat Pompeu Fabra.
- Joseph P. Romano & Michael Wolf, 2005. "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 94-108, March.
- Mackinnon, J-G, 1997.
"The Size and Power of Bootstrap Tests,"
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153, ASSET (Association of Southern European Economic Theorists).
- Davidson, Russell & MacKinnon, James G., 2006.
"The power of bootstrap and asymptotic tests,"
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Elsevier, vol. 133(2), pages 421-441, August.
- Russell Davidson & James MacKinnon, 2000.
"Bootstrap tests: how many bootstraps?,"
Taylor & Francis Journals, vol. 19(1), pages 55-68.
- Davidson, R. & Mackinnon, J.G., 1996.
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96a15, Universite Aix-Marseille III.
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