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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513
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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - In: Identification and inference for econometric models : …, (pp. 171-215). 2005
Persistent link: https://www.econbiz.de/10003351957
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A three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10001449349
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On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - 2000
Persistent link: https://www.econbiz.de/10001453387
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Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 399-405
Persistent link: https://www.econbiz.de/10001466208
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Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.; Buchinsky, Moshe - In: Journal of econometrics 103 (2001) 1/2, pp. 345-386
Persistent link: https://www.econbiz.de/10001585371
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Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K. - 2001 - Rev
Persistent link: https://www.econbiz.de/10001557980
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On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometric theory 18 (2002) 4, pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer - 2002
Persistent link: https://www.econbiz.de/10001694737
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The block-block bootstrap : improved asymptotic refinements
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671289