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Computational algorithms for double bootstrap confidence intervals

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  • Nankervis, John C.

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  • Nankervis, John C., 2005. "Computational algorithms for double bootstrap confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 461-475, April.
    • Handle: RePEc:eee:csdana:v:49:y:2005:i:2:p:461-475
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    References listed on IDEAS

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    1. Lutz Kilian, 1999. "Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 652-660, November.
    2. Kilian, Lutz & Chang, Pao-Li, 2000. "How accurate are confidence intervals for impulse responses in large VAR models?," Economics Letters, Elsevier, vol. 69(3), pages 299-307, December.
    3. Donald W.K. Andrews, 2001. "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," Cowles Foundation Discussion Papers 1334, Cowles Foundation for Research in Economics, Yale University.
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    Cited by:

    1. Cojbasic, Vesna & Tomovic, Andrija, 2007. "Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5562-5578, August.
    2. Denis Larocque & Genevieve Lincourt & Michel Normandin, 2010. "Macroeconomic Effects Of Terrorist Shocks In Israel," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(4), pages 317-336.
    3. Neil Kellard & Denise Osborn & Jerry Coakley & Nathan E. (Gene) Savin, 2015. "Papers with John," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 663-671, September.
    4. Christopher J. Bennett, 2009. "Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions," Vanderbilt University Department of Economics Working Papers 0908, Vanderbilt University Department of Economics.
    5. Kees Jan van Garderen & Noud van Giersbergen, 2024. "Moderating the Mediation Bootstrap for Causal Inference," Papers 2412.11285, arXiv.org.
    6. Giordano, Francesco & La Rocca, Michele & Perna, Cira, 2007. "Forecasting nonlinear time series with neural network sieve bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3871-3884, May.
    7. Gungor, Sermin & Luger, Richard, 2015. "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 35-65, Mars-Juin.
    8. Neil Kellard & Denise Osborn & Jerry Coakley & Dimitris K. Chronopoulos & Claudia Girardone & John C. Nankervis, 2015. "Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 653-662, September.
    9. Alfonso Monaco & Nicola Amoroso & Loredana Bellantuono & Eufemia Lella & Angela Lombardi & Anna Monda & Andrea Tateo & Roberto Bellotti & Sabina Tangaro, 2019. "Shannon entropy approach reveals relevant genes in Alzheimer’s disease," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-29, December.
    10. Lixia Diao & David D. Smith & Gauri Sankar Datta & Tapabrata Maiti & Jean D. Opsomer, 2014. "Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 497-515, June.
    11. Menéndez, P. & Fan, Y. & Garthwaite, P.H. & Sisson, S.A., 2014. "Simultaneous adjustment of bias and coverage probabilities for confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 35-44.

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