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How to implement the bootstrap in static or stable dynamic regression models : test statistic versus confidence region approach

Giersbergen, Noud P. A. van; Kiviet, J. F. - 2001

Persistent link: https://www.econbiz.de/10001630176

Using bootstrap methods to obtain nonnormality robust Chow prediction tests

Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436

Persistent link: https://www.econbiz.de/10001692050

How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach

Giersbergen, Noud P. A. van; Kiviet, J. F. - In: Journal of econometrics 108 (2002) 1, pp. 133-156

Persistent link: https://www.econbiz.de/10001656607

More efficient tests robust to heteroskedasticity of unknown form

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A Simple Adjustment for Bandwidth Snooping

Armstrong, Timothy - 2017

Kernel-based estimators such as local polynomial estimators in regression discontinuity designs are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the bandwidth based on this analysis, the associated confidence...

Persistent link: https://www.econbiz.de/10012952734

A Simple Adjustment for Bandwidth Snooping

Armstrong, Timothy - 2016

Kernel-based estimators are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the bandwidth based on this analysis, the associated confidence intervals may not have correct coverage, even if the estimator is...

Persistent link: https://www.econbiz.de/10012981018