Bootstrap Hypothesis Testing

Handbook of Computational Econometrics

Volumn , Issue , 2009, Pages 183-213

  Mackinnon, James G ^a  

^a QUEEN S UNIVERSITY   (Canada)

Author keywords

Bootstrap and Monte Carlo tests; Bootstrap data generating processes; Bootstrap DGPs for multivariate regression models; Bootstrap hypothesis testing; Bootstrap supF tests; Double bootstrap and fast double bootstrap; Empirical distribution function (EDF); Multiple test statistics; Residual bootstrap; Simulation based testing

Indexed keywords

EID: 78650618808     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9780470748916.ch6     Document Type: Chapter

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