EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"fast double bootstrap"
Narrow search

Narrow search

Year of publication
Subject
All
fast double bootstrap 9 Bootstrap inference 4 FDB 4 bootstrap test 4 conditional fast double bootstrap 4 double bootstrap 4 ARCH errors 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Monte Carlo experiment 2 Theorie 2 Theory 2 discrete model 2 heteroskedasticity 2 rejection frequency 2 serial correlation 2 weak instruments 2 Cox nonnested test 1 Heteroscedasticity 1 Heteroskedastizität 1 Mitscherlich- Baule 1 Production Economics 1 linear response plateau 1 nitrogen response 1 swine effluent 1
more ... less ...
Online availability
All
Free 9
Type of publication
All
Book / Working Paper 8 Article 1
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 8 Undetermined 1
Author
All
Davidson, Russell 6 MacKinnon, James G. 4 Monticini, Andrea 4 Brorsen, B. Wade 1 Hattey, Jeffory A. 1 Park, Seong Cheol 1 Stoecker, Arthur L. 1
more ... less ...
Institution
All
Economics Department, Queen's University 2
Published in...
All
Queen's Economics Department Working Paper 2 Working Paper 2 Working Papers / Economics Department, Queen's University 2 Working paper series : working paper 2 Journal of Agricultural and Applied Economics 1
Source
All
EconStor 4 RePEc 3 ECONIS (ZBW) 2
Showing 1 - 9 of 9
Cover Image
Bootstrap performance with heteroskedasticity
Davidson, Russell; Monticini, Andrea - 2023
The aim of this paper is to illustrate more than one instance of poor bootstrap performance, and to see how available diagnostic techniques can indicate reliably when and how this poor performance can arise. Two particular features that seem to be important to explain bootstrap discrepancy are...
Persistent link: https://www.econbiz.de/10014550294
Saved in:
Cover Image
Bootstrap performance with heteroskedasticity
Davidson, Russell; Monticini, Andrea - 2023
The aim of this paper is to illustrate more than one instance of poor bootstrap performance, and to see how available diagnostic techniques can indicate reliably when and how this poor performance can arise. Two particular features that seem to be important to explain bootstrap discrepancy are...
Persistent link: https://www.econbiz.de/10014440959
Saved in:
Cover Image
Improvements in bootstrap inference
Davidson, Russell; Monticini, Andrea - 2018
The fast double bootstrap can improve considerably on the single bootstrap when the bootstrapped statistic is … approximately independent of the bootstrap DGP. This is because, among the approximations that underlie the fast double bootstrap …
Persistent link: https://www.econbiz.de/10012059362
Saved in:
Cover Image
Improvements in bootstrap inference
Davidson, Russell; Monticini, Andrea - 2018
The fast double bootstrap can improve considerably on the single bootstrap when the bootstrapped statistic is … approximately independent of the bootstrap DGP. This is because, among the approximations that underlie the fast double bootstrap …
Persistent link: https://www.econbiz.de/10011852884
Saved in:
Cover Image
Forage Response to Swine Effluent: A Cox Nonnested Test of Alternative Functional Forms Using a Fast Double Bootstrap
Park, Seong Cheol; Brorsen, B. Wade; Stoecker, Arthur L.; … - In: Journal of Agricultural and Applied Economics 44 (2012) 04
ACox nonnested test is conducted using a fast double bootstrap (FDB) method to select among three competing functional …
Persistent link: https://www.econbiz.de/10010914260
Saved in:
Cover Image
Applications of the Fast Double Bootstrap
MacKinnon, James G. - 2006
The fast double bootstrap, or FDB, is a procedure for calculating bootstrap P values that is much more computationally …. For the fast double bootstrap to be valid, the test statistic must be asymptotically independent of the random parts of …
Persistent link: https://www.econbiz.de/10011940645
Saved in:
Cover Image
Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
Davidson, Russell; MacKinnon, James G. - 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/10011940663
Saved in:
Cover Image
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 …. For the fast double bootstrap to be valid, the test statistic must be asymptotically independent of the random parts of …
Persistent link: https://www.econbiz.de/10005688320
Saved in:
Cover Image
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
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...