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The size distortion of bootstrap tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
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Testing for consistency using artificial regressions
Davidson, Russell - In: Econometric theory 5 (1989) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10001079350
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Estimation and Inference in Econometrics
Zinde-Walsh, Victoria; Davidson, Russell; MacKinnon, … - In: Econometric theory 11 (1995) 3, pp. 631-636
Persistent link: https://www.econbiz.de/10007007237
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ARTICLES - The Size Distortion of Bootstrap Tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10006988619
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ARTICLES - The Size Distortion of Bootstrap Tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10006988634
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A parametric bootstrap for heavy-tailed distributions
Cornea-Madeira, Adriana; Davidson, Russell - In: Econometric theory 31 (2015) 3, pp. 449-470
Persistent link: https://www.econbiz.de/10011290912