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Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties

  • Martin, Michael A.
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-4N02J28-3/2/a8ad14f61dbc645e79fa4c1de4b4043c
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    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 51 (2007)
    Issue (Month): 12 (August)
    Pages: 6321-6342

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    Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6321-6342
    Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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    1. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
    2. Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M. 96a03, Universite Aix-Marseille III.
    3. Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
    4. Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
    5. Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
    6. 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.
    7. 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.
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