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Volumn 74, Issue 4, 2005, Pages 356-365

Bootstrap hypothesis testing in regression models

Author keywords

Hypothesis testing; Parametric models; Resampling; Residuals

Indexed keywords


EID: 25144510103     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.057     Document Type: Article
Times cited : (29)

References (9)
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    • Simulated power functions
    • R. Beran Simulated power functions Ann. Statist. 14 1986 151-173
    • (1986) Ann. Statist. , vol.14 , pp. 151-173
    • Beran, R.1
  • 3
    • 0025815687 scopus 로고
    • Two guidelines for bootstrap hypothesis testing
    • P. Hall S.R. Wilson Two guidelines for bootstrap hypothesis testing Biometrics 47 1991 757-762
    • (1991) Biometrics , vol.47 , pp. 757-762
    • Hall, P.1    Wilson, S.R.2
  • 5
    • 0001070399 scopus 로고
    • Bootstrap-based critical values for the information-matrix test
    • J.L. Horowitz Bootstrap-based critical values for the information-matrix test J. Econom. 61 1994 395-411
    • (1994) J. Econom. , vol.61 , pp. 395-411
    • Horowitz, J.L.1
  • 6
    • 85071343153 scopus 로고    scopus 로고
    • Bootstrapping time series models
    • H. Li G.S. Maddala Bootstrapping time series models Econometric Rev. 15 1996 115-158
    • (1996) Econometric Rev. , vol.15 , pp. 115-158
    • Li, H.1    Maddala, G.S.2
  • 7
    • 0030525412 scopus 로고    scopus 로고
    • The level and power of the bootstrap t test in the AR(1) model with trend
    • J.C. Nankervis N.E. Savin The level and power of the bootstrap t test in the AR(1) model with trend J. Business Econom. Statist. 14 1996 161-168
    • (1996) J. Business Econom. Statist. , vol.14 , pp. 161-168
    • Nankervis, J.C.1    Savin, N.E.2
  • 8
    • 0242583204 scopus 로고    scopus 로고
    • Bootstrap unit root tests
    • Park, Y.J., 2003. Bootstrap unit root tests. Econometrica 71, 1845-1895.
    • (2003) Econometrica , vol.71 , pp. 1845-1895
    • Park, Y.J.1
  • 9
    • 0141907791 scopus 로고    scopus 로고
    • Bootstrapping unit root tests for integrated processes
    • A.R. Swensen Bootstrapping unit root tests for integrated processes J. Time Ser. Anal. 24 2003 99-126
    • (2003) J. Time Ser. Anal. , vol.24 , pp. 99-126
    • Swensen, A.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.