Applications of the Fast Double Bootstrap
Year of publication: |
2006
|
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Authors: | MacKinnon, James G. |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | bootstrap test | serial correlation | ARCH errors | weak instruments | double bootstrap | fast double bootstrap | FDB |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 507482832 [GVK] hdl:10419/189307 [Handle] RePEC:qed:wpaper:1023 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Applications of the Fast Double Bootstrap
MacKinnon, James G., (2006)
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Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
Davidson, Russell, (2006)
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Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
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MacKinnon, James G., (2014)
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Bootstrap tests for overidentification in linear regression models
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MacKinnon, James G., (2014)
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