Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties
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References listed on IDEAS
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- Mackinnon, J-G, 1997.
"The Size and Power of Bootstrap Tests,"
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- Russell Davidson & James MacKinnon, 2000.
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- Joseph P. Romano & Michael Wolf, 2003.
"Stepwise multiple testing as formalized data snooping,"
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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.
- Joseph P. Romano & Michael Wolf, 2005.
"Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing,"
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American Statistical Association, vol. 100, pages 94-108, March.
- 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.
- Davidson, Russell & MacKinnon, James G., 2006.
"The power of bootstrap and asymptotic tests,"
Journal of Econometrics,
Elsevier, vol. 133(2), pages 421-441, August.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Cambridge University Press, vol. 15(03), pages 361-376, June.
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