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Evaluation of a three-step method for choosing the number of bootstrap repetitions

  • Andrews, Donald W. K.
  • Buchinsky, Moshe

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File URL: http://www.sciencedirect.com/science/article/B6VC0-436FD85-B/2/9c5fd70dce7b1c860cdc50f091b7a2ac
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 103 (2001)
Issue (Month): 1-2 (July)
Pages: 345-386

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Handle: RePEc:eee:econom:v:103:y:2001:i:1-2:p:345-386
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Buchinsky, Moshe, 1995. "Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study," Journal of Econometrics, Elsevier, vol. 68(2), pages 303-338, August.
  2. Donald W. K. Andrews & Moshe Buchinsky, 2000. "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, Econometric Society, vol. 68(1), pages 23-52, January.
  3. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
  4. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
  5. Donald W.K. Andrews & Moshe Buchinsky, 1999. "On the Number of Bootstrap Repetitions for Bca Confidence Intervals," Working Papers 99-17, Brown University, Department of Economics.
  6. Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
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