The Power of Bootstrap and Asymptotic Tests
Year of publication: |
2004
|
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Authors: | Davidson, Russell ; MacKinnon, James G. |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Statistischer Test | Bootstrap-Verfahren | bootstrap test | bootstrap discrepancy | Pitman drift | drifting DGP | Monte Carlo | test power | power | asymptotic test |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 555498344 [GVK] hdl:10419/189319 [Handle] RePEC:qed:wpaper:1035 [RePEc] |
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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MacKinnon, James G., (2007)
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