The Size and Power of Bootstrap Tests.

Bootstrap tests are tests for which the significance level is calculated by some sort of boostrap procedure, which may be parametric or nonparametric. We show that, in many circumstances, the size distortion of a bootstrap P value for a test will be one whole order of magnitude smaller than that of the correpondign asymptotic P value.

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Year of publication:	1997
Authors:	Mackinnon, J-G
Institutions:	Association of Southern European Economic Theorists - ASSET
Subject:	STATISTICS \| ECONOMETRICS

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Series:	ASSET - Instituto De Economia Publica.
Type of publication:	Book / Working Paper
Notes:	3 pages
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005609609