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.
- James G. MacKinnon & Russell Davidson, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Paper 1036, Economics Department, Queen's University.
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Cited by:
- James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
- Rand R. Wilcox, 2018. "Robust regression: an inferential method for determining which independent variables are most important," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 100-111, January.
- 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.
- 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, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, 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.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
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More about this item
Keywords
resampling; Monte Carlo test; bootstrap test; percentiles;All these keywords.
JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-02-26 (Econometrics)
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