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The wild bootstrap, tamed at last

Davidson, Russell; Flachaire, Emmanuel - In: Journal of econometrics 146 (2008) 1, pp. 162-169

Persistent link: https://www.econbiz.de/10003778276

Bootstrap tests : how many bootstraps?

Davidson, Russell (contributor); … - 2001

Persistent link: https://www.econbiz.de/10003780920

Improving the reliability of bootstrap tests with the fast double bootstrap

Davidson, Russell (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003308040

Bootstrapping I(1) data

Phillips, Peter C. B. - 2009

Persistent link: https://www.econbiz.de/10003795696

Innins lecture : inference on income distributions

Davidson, Russell - In: The Canadian journal of economics 43 (2010) 4, pp. 1122-1148

Persistent link: https://www.econbiz.de/10008797705

Bootstrapping I(1) data

Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284

Persistent link: https://www.econbiz.de/10008839951

Lag length selection for unit root tests in the presence of nonstationary volatility

Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536

Persistent link: https://www.econbiz.de/10011373261

More reliable inference for the dissimilarity index of segregation

Allen, Rebecca; Burgess, Simon M.; Davidson, Russell; … - In: The econometrics journal 18 (2015) 1, pp. 40-66

Persistent link: https://www.econbiz.de/10011346001

Lag length selection for unit root tests in the presence of nonstationary volatility

Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011

Persistent link: https://www.econbiz.de/10009389930

A discrete model for bootstrap iteration

Davidson, Russell - 2015

In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the sequence of bootstrap P values obtained by iterating the...

Persistent link: https://www.econbiz.de/10011295590