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  • Search: subject:"Fast double bootstrap"
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Year of publication
Subject
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fast double bootstrap 10 Bootstrap inference 4 FDB 4 bootstrap test 4 conditional fast double bootstrap 4 double bootstrap 4 Bootstrap approach 3 Bootstrap-Verfahren 3 ARCH errors 2 Monte Carlo experiment 2 Theorie 2 Theory 2 discrete model 2 heteroskedasticity 2 rejection frequency 2 serial correlation 2 weak instruments 2 Autocorrelation of unknown form 1 Bartlett correction 1 Bootstrap 1 Cointegration 1 Consumption-based capital asset pricing model 1 Continuously-updated GMM 1 Cox nonnested test 1 Criterion-based test 1 Estimation theory 1 Fast double bootstrap 1 Fast double bootstrap approximation 1 Heteroscedasticity 1 Heteroskedastizität 1 Mitscherlich- Baule 1 Monte Carlo test 1 Moving block bootstrap 1 Production Economics 1 Schätztheorie 1 Size and power of a test 1 Time series analysis 1 Zeitreihenanalyse 1 bootstrap 1 diagnostics for bootstrap 1
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Online availability
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Free 9 Undetermined 3
Type of publication
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Book / Working Paper 8 Article 4
Type of publication (narrower categories)
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Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 9 Undetermined 3
Author
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Davidson, Russell 7 MacKinnon, James G. 4 Monticini, Andrea 4 Brorsen, B. Wade 1 Fachin, Stefano 1 Hattey, Jeffory A. 1 Omtzigt, Pieter 1 Ouysse, Rachida 1 Park, Seong Cheol 1 Stoecker, Arthur L. 1
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Institution
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Economics Department, Queen's University 2
Published in...
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Queen's Economics Department Working Paper 2 Working Paper 2 Working Papers / Economics Department, Queen's University 2 Working paper series : working paper 2 Computational Statistics 1 Econometric Reviews 1 Econometric reviews 1 Journal of Agricultural and Applied Economics 1
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Source
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RePEc 5 EconStor 4 ECONIS (ZBW) 3
Showing 11 - 12 of 12
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Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
Davidson, Russell; MacKinnon, James G. - Economics Department, Queen's University - 2006
bootstrap P values that will often be more accurate than ordinary ones. This "fast double bootstrap" is closely related to the …
Persistent link: https://www.econbiz.de/10005688436
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The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
Omtzigt, Pieter; Fachin, Stefano - In: Econometric Reviews 25 (2006) 1, pp. 41-60
In this paper we compare Bartlett-corrected, bootstrap, and fast double bootstrap tests on maximum likelihood estimates … sizes commonly available; the fast double bootstrap test minimizes size bias, while the Bartlett-corrected test is somehow …
Persistent link: https://www.econbiz.de/10009228532
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