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Size Corrected Power for Bootstrap Tests

Author

Listed:
  • Manuel A. Dominguez
  • Ignacio N. Lobato

    (Centro de Investigacion Economica (CIE), Instituto Tecnologico Autonomo de Mexico (ITAM))

Abstract

This note provides an alternative perspective for size-corrected power for a test. The advantage of this approach is that it allows the calculation of size-corrected power for bootstrap tests.

Suggested Citation

  • Manuel A. Dominguez & Ignacio N. Lobato, 2001. "Size Corrected Power for Bootstrap Tests," Working Papers 0102, Centro de Investigacion Economica, ITAM.
    • Handle: RePEc:cie:wpaper:0102
    as

    Download full text from publisher

    File URL: http://ftp.itam.mx/pub/academico/inves/lobato/01-02.pdf
    File Function: First version, 2001
    Download Restriction: no
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    References listed on IDEAS

    as
    1. Donald W. K. Andrews, 1997. "A Conditional Kolmogorov Test," Econometrica, Econometric Society, vol. 65(5), pages 1097-1128, September.
    2. 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.
    3. Jean-Marie Dufour & Jan F. Kiviet, 1998. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Econometrica, Econometric Society, vol. 66(1), pages 79-104, January.
    4. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-1159, September.
    5. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Shao, Xiaofeng, 2011. "A bootstrap-assisted spectral test of white noise under unknown dependence," Journal of Econometrics, Elsevier, vol. 162(2), pages 213-224, June.

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    Keywords

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    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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