The bootstrap and hypothesis tests in econometrics

Journal of Econometrics

Volumn 100, Issue 1, 2001, Pages 37-40

  Horowitz, Joel L ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002462975     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00051-8     Document Type: Article

References (5)

1. Bahadur, R.R., Savage, L.J., 1956. The nonexistence of certain statistical procedures in nonparametric problems. Annals of Mathematical Statistics 27, 1115-1122.
2. Dufour, J.-M., 1997. Some impossibility theorems in econometrics with applications to structural and dynamic models. Econometrica 65, 1365-1387.
3. Horowitz, J.L., 1997. Bootstrap methods in econometrics: theory and numerical performance. In: Kreps, D.M., Wallis, K.F. (Eds.), Advances in Economics and Econometrics: Theory and Applications, Vol. 3. Cambridge University Press, New York, pp. 188-222.
4. Horowitz, J.L., 2000. The bootstrap. In: Heckman, J.J. and Leamer, E.E. (Eds.), Handbook of Econometrics, Vol. 5. North-Holland, Amsterdam, forthcoming. Available electronically at http://www.biz.uiowa.edu/faculty/horowitz.
5. Horowitz, J.L., Savin, N.B., 2000. Empirically relevant critical values .or hypothesis tests: a bootstrap approach. Journal of Econometrics 95, 375-389.