SCOPUS 정보 검색 플랫폼

Volumn 21, Issue 4, 2002, Pages 419-429

Fast double bootstrap tests of nonnested linear regression models

Author keywords

Bootstrap test; JEL Classification:C12, C15, C20; Jtest; Nonnested test

Indexed keywords

EID: 2142803128 PISSN: 07474938 EISSN: 15324168 Source Type: Journal
DOI: 10.1081/ETC-120015384 Document Type: Article

Times cited : (35)

References (10)

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- Davidson, R.¹ MacKinnon, J.G.²

2
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- The Significance of Testing Empirical Nonnested Models
- McAleer, M., 1995. The Significance of Testing Empirical Nonnested Models. J. Econometrics, 67: 149–171.
- (1995) J. Econometrics , vol.67 , pp. 149-171
- McAleer, M.¹

3
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- Bootstrapping J-Type Tests for Non-nested Regression Models
- Fan, Y., and Li, Q., 1995. Bootstrapping J-Type Tests for Non-nested Regression Models. Econ. Letters, 48: 107–112.
- (1995) Econ. Letters , vol.48 , pp. 107-112
- Fan, Y.¹ Li, Q.²

4
- 0040279604
- Tests of Non-nested Regression Models: Some Results on Small Sample Behaviour and the Bootstrap
- Godfrey, L. G., 1998. Tests of Non-nested Regression Models: Some Results on Small Sample Behaviour and the Bootstrap. J. Econometrics, 84: 59–74.
- (1998) J. Econometrics , vol.84 , pp. 59-74
- Godfrey, L.G.¹

5
- 0346093812
- Bootstrap J Tests of Nonnested Linear Regression Models
- Davidson, R., and MacKinnon, J. G., 2002. Bootstrap J Tests of Nonnested Linear Regression Models. J. Econometrics, 109: 167–193.
- (2002) J. Econometrics , vol.109 , pp. 167-193
- Davidson, R.¹ MacKinnon, J.G.²

6
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- Discussion Paper 995, revised
- Davidson, R., and MacKinnon, J. G., 2001. “ Improving the Reliability of Bootstrap Tests; Queen's University Institute for Economic Research ”. Discussion Paper No. 995, revised.
- (2001) Improving the Reliability of Bootstrap Tests; Queen's University Institute for Economic Research
- Davidson, R.¹ MacKinnon, J.G.²

7
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- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Beran, R., 1988. Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements. J. Amer. Statist. Ass., 83: 687–697.
- (1988) J. Amer. Statist. Ass. , vol.83 , pp. 687-697
- Beran, R.¹

8
- 0038040445
- Bootstrap Tests: How Many Bootstraps?
- Davidson, R., and MacKinnon, J. G., 2000. Bootstrap Tests: How Many Bootstraps?. Econometric Rev., 19: 55–68.
- (2000) Econometric Rev. , vol.19 , pp. 55-68
- Davidson, R.¹ MacKinnon, J.G.²

9
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- The Size Distortion of Bootstrap Tests
- Davidson, R., and MacKinnon, J. G., 1999. The Size Distortion of Bootstrap Tests. Econometric Theory, 15: 361–376.
- (1999) Econometric Theory , vol.15 , pp. 361-376
- Davidson, R.¹ MacKinnon, J.G.²

10
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- New York: Springer-Verlag
- Hall, P., 1992. The Bootstrap and Edgeworth Expansion New York: Springer-Verlag.
- (1992) The Bootstrap and Edgeworth Expansion
- Hall, P.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.