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Bootstrap Testing How Many Bootstraps

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  • Davidson, Russell
  • MacKinnon, James G.

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  • Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing How Many Bootstraps," Queen's Institute for Economic Research Discussion Papers 273385, Queen's University - Department of Economics.
    • Handle: RePEc:ags:queddp:273385
    DOI: 10.22004/ag.econ.273385
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    References listed on IDEAS

    as
    1. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
    2. Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
    3. Horowitz, J., 1996. "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," SFB 373 Discussion Papers 1996,44, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    4. Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
    5. Hall, Peter & Horowitz, Joel L, 1996. "Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators," Econometrica, Econometric Society, vol. 64(4), pages 891-916, July.
    6. Davidson, Russell & MacKinnon, James G., 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Queen's Economics Department Working Papers 273307, Queen's University - Department of Economics.
    7. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, University Library of Munich, Germany.
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