The size distortion of bootstrap tests
Year of publication: |
1999
|
---|---|
Authors: | Davidson, Russell ; MacKinnon, James G. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 3, p. 361-376
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
-
A reality check for data snooping
White, Halbert, (2000)
-
Testing chaotic dynamics via Lyapunov exponents
Fernández RodrÃguez, Fernando, (2000)
-
The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi, (2000)
- More ...
-
Bootstrap tests for overidentification in linear regression models
Davidson, Russell, (2014)
-
Inflation and the Savings Rate
Davidson, Russell, (1982)
-
Convenient Specification Tests for Logit and Probit Models
Davidson, Russell, (1982)
- More ...