The power of bootstrap and asymptotic tests

Journal of Econometrics

Volumn 133, Issue 2, 2006, Pages 421-441

  Davidson, Russell ^a,b   MacKinnon, James G ^c  

^a MCGILL UNIVERSITY   (Canada)

^b Centre National de la Recherche Scientifique   (France)

^c QUEEN S UNIVERSITY   (Canada)

Author keywords

Bootstrap DGP; Hypothesis test; KLIC; Pitman drift; Test power

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; DATA PROCESSING; STATISTICAL METHODS;

BOOTSTRAP DGP; BOOTSTRAP DISCREPANCY; HYPOTHESIS TEST; KLIC; PITMAN DRIFT; TEST POWER;

PROBABILITY DISTRIBUTIONS;

EID: 33745965261     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.002     Document Type: Article

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