On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
Year of publication: |
1997-08
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Authors: | Andrews, Donald W.K. ; Buchinsky, Moshe |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Bootstrap | bootstrap repetitions | coefficient of excess kurtosis | confidence interval | density estimation | hypothesis test | p-value | quantile | simulation | standard error estimate |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1069. Published in Econometric Theory (2002), 18: 962-984 The price is None Number 1141R 52 pages |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Coudin, Elise, (2011)
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Mehmke, Fabian, (2012)
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Mehmke, Fabian, (2012)
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