Simulation-based Tests That Can Use Any Number Of Simulations
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References listed on IDEAS
- Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
- repec:taf:japsta:v:45:y:2018:i:1:p:100-111 is not listed on IDEAS
- Rand Wilcox & Florence Clark, 2014. "Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity," Computational Statistics, Springer, vol. 29(5), pages 1175-1186, October.
- JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
- Racine, Jeffrey S. & MacKinnon, James G., 2007.
"Inference via kernel smoothing of bootstrap P values,"
Computational Statistics & Data Analysis,
Elsevier, vol. 51(12), pages 5949-5957, August.
- James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.
- Francisco J. Ruge-Murcia, 2013. "Generalized Method of Moments estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 20, pages 464-485, Edward Elgar Publishing.
More about this item
Keywordsresampling; Monte Carlo test; bootstrap test; percentiles;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2006-02-26 (Econometrics)
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