The Power of Bootstrap and Asymptotic Tests
Year of publication: |
2004-07
|
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Authors: | Davidson, Russell ; MacKinnon, James G. |
Institutions: | Economics Department, Queen's University |
Subject: | bootstrap test | bootstrap discrepancy | Pitman drift | drifting DGP | Monte Carlo | test power | power | asymptotic test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Forthcoming in Journal of Econometrics Number 1035 22 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
The Power of Bootstrap and Asymptotic Tests
Davidson, Russell, (2004)
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Bootstrap tests: How many bootstraps?
Davidson, Russell, (2001)
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Bootstrap Tests: How Many Bootstraps?
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Bootstrap Confidence Sets with Weak Instruments
Davidson, Russell, (2012)
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Confidence Sets Based on Inverting Anderson-Rubin Tests
Davidson, Russell, (2011)
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Davidson, Russell, (2004)
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