Search Results - subject:"FDB"

Applications of the Fast Double Bootstrap

MacKinnon, James G. - Economics Department, Queen's University - 2006

The fast double bootstrap, or FDB, is a procedure for calculating bootstrap P values that is much more computationally … the bootstrap data generating process. This paper presents simulation evidence on the performance of FDB tests in three …

Persistent link: https://www.econbiz.de/10005688320

Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap

Davidson, Russell; MacKinnon, James G. - Economics Department, Queen's University - 2006

We first propose two procedures for estimating the rejection probabilities of bootstrap tests in Monte Carlo experiments without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive (per replication) as estimating rejection probabilities...

Persistent link: https://www.econbiz.de/10005688436

Applications of the Fast Double Bootstrap

MacKinnon, James G. - 2006

Persistent link: https://www.econbiz.de/10011940645

Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap

Davidson, Russell; MacKinnon, James G. - 2006

Persistent link: https://www.econbiz.de/10011940663