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The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 161-168
Persistent link: https://www.econbiz.de/10001203172
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Power of tests in binary response models
Savin, N. Eugene; Würtz, A. H. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 413-421
Persistent link: https://www.econbiz.de/10001369028
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The danger of extrapolating asymptotic local power
Nelson, Forrest D. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 977-981
Persistent link: https://www.econbiz.de/10001091329
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Bootstrapp methods in econometrics : theory and numerical performance
Horowitz, Joel - 1997
Persistent link: https://www.econbiz.de/10001328731
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A simple method for testing a general parametric model against a non-nested alternative
Horowitz, Joel; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000753888
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Censoring of outcomes and regressors due to survey nonresponse : identification and estimation using weigths and imputations
Horowitz, Joel; Manski, Charles F. - 1995
Persistent link: https://www.econbiz.de/10000934805
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Censoring of outcomes and regressors due to survey nonresponse : identification and estimation using weights and imputations
Horowitz, Joel - In: Journal of econometrics 84 (1998) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10001234513
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Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 891-916
Persistent link: https://www.econbiz.de/10001203908