Similar Search Results - EconBiz

Bootstrap tests : how many bootstraps?

Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 19 (2000) 1, pp. 55-68

Persistent link: https://www.econbiz.de/10001455660

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

The geometry of the Wald test

Davidson, Russell - 1990

Persistent link: https://www.econbiz.de/10000129411

Testing for Restricted Stochastic Dominance

Davidson, Russell; Duclos, Jean-Yves - 2006

Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...

Persistent link: https://www.econbiz.de/10014059059

Testing for restricted stochastic dominance

Davidson, Russell; Duclos, Jean-Yves - In: Econometric reviews 32 (2013) 1/4, pp. 84-125

Persistent link: https://www.econbiz.de/10009717841

Confidence sets based on inverting Anderson–Rubin tests

Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 17 (2014) 2, pp. 39-58

Persistent link: https://www.econbiz.de/10010498734

The power of bootstrap and asymptotic tests

Davidson, Russell; MacKinnon, James G. - In: Journal of econometrics 133 (2006) 2, pp. 421-441

Persistent link: https://www.econbiz.de/10003359537

Testing for restricted stochastic dominance

Davidson, Russell (contributor); … - 2006

Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...

Persistent link: https://www.econbiz.de/10003301664

The power of bootstrap and asymptotic tests

Davidson, Russell (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003595159

Improving the reliability of bootstrap tests with the fast double bootstrap

Davidson, Russell (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003308040

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