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?,"
Taylor & Francis Journals, vol. 19(1), pages 55-68.
- Davidson, Russell & MacKinnon, James, 2001. "Bootstrap Tests: How Many Bootstraps?," Queen's Economics Department Working Papers 273506, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Papers 1036, Queen's University, Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
- Francisco J. Ruge-Murcia, 2013. "Generalized Method of Moments estimation of DSGE models," Chapters,in: 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 Papers 1127, Queen's University, Department of Economics.
- 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.
- Jeff Racine & James G. MacKinnon, 2006. "Inference via kernel smoothing of bootstrap P values," Working Papers 1054, Queen's University, Department of Economics.
More about this item
Keywordsresampling; Monte Carlo test; bootstrap test; percentiles; simulation;
- 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
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