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not depend on the cardinality of the Monte Carlo or Bootstrap samples that our definition may involve. Consequently, the …
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the results is that the parametric bootstrap upper one-sided confidence interval provides an o(n^{-1}ln n) improvement …
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samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …
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bootstrap-t, the biased-corrected acceleration (BCa) bootstrap, and three new intervals based on transformation of the t …-statistic. Our study shows that our new transformation intervals and the bootstrap-t intervals give best coverage accuracy for a …
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than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz (1998). …
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, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values … conditions are not fully met, bootstrap may lead to unstable critical values that change significantly with the alternative …, whereas when all conditions are met, bootstrap critical values are very stable, approximate much better the finite sample …
Persistent link: https://www.econbiz.de/10010690406
Since the advent of heteroskedasticity-robust standard errors, several papers have proposed adjustments to the original White formulation. We replicate earlier findings that each of these adjusted estimators performs quite poorly in finite samples. We propose a class of alternative...
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