Eklund, Bruno - Economics Institute for Research (SIR), … - 2003
simulations show some size distortions, why a bootstrap method for estimating p-values to the tests are considered. Power … bootstrap method for estimating p-values to the tests are considered. Power
simulations show some gain in power, compared to the …, Brow-
nian motion, bootstrap, critical values, Monte Carlo simulations, real exchange
rates.
JEL codes: C12, C22, F31 …