Improving the Reliability of Bootstrap Tests
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- Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
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- Davidson, Russell & MacKinnon, James G., 2007.
"Improving the reliability of bootstrap tests with the fast double bootstrap,"
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More about this item
KeywordsDouble Bootstrap; Monte Carlo; Specification Test; Bootstrap P Value; Bootstrap Test;
- 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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