Narrow search
Showing 1 - 6 of 6
Cover Image
The size distortion of bootstrap tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
Cover Image
Testing for consistency using artificial regressions
Davidson, Russell - In: Econometric theory 5 (1989) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10001079350
Cover Image
A parametric bootstrap for heavy-tailed distributions
Cornea-Madeira, Adriana; Davidson, Russell - In: Econometric theory 31 (2015) 3, pp. 449-470
Persistent link: https://www.econbiz.de/10011290912
Cover Image
Estimation and Inference in Econometrics
Zinde-Walsh, Victoria; Davidson, Russell; MacKinnon, … - In: Econometric theory 11 (1995) 3, pp. 631-636
Persistent link: https://www.econbiz.de/10007007237
Cover Image
ARTICLES - The Size Distortion of Bootstrap Tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10006988619
Cover Image
ARTICLES - The Size Distortion of Bootstrap Tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10006988634