Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties
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- Joseph Romano & Michael Wolf, 2003.
"Exact and approximate stepdown methods for multiple hypothesis testing,"
Economics Working Papers
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.
- Russell Davidson & James G. MacKinnon, 2001.
"Bootstrap Tests: How Many Bootstraps?,"
1036, Queen's University, Department of Economics.
- 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 P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, 07.
- Joseph P. Romano & Michael Wolf, 2003. "Stepwise Multiple Testing as Formalized Data Snooping," Working Papers 17, Barcelona Graduate School of Economics.
- Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
- Davidson, R. & Mackinnon, J.G., 1996.
"The Size Distorsion of Bootstrap Tests,"
96a15, Universite Aix-Marseille III.
- Russell Davidson & James G. MacKinnon, 1996.
"The Size and Power of Bootstrap Tests,"
932, Queen's University, Department of Economics.
- Russell Davidson & James G. MacKinnon, 2004.
"The Power of Bootstrap and Asymptotic Tests,"
1035, Queen's University, Department of Economics.
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