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Bootstrap Methods in Econometrics: Theory and Numerical Performance

Author

Listed:
  • Horowitz, J.L.

    (University of Iowa)

Abstract

No abstract is available for this item.

Suggested Citation

  • Horowitz, J.L., 1995. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Working Papers 95-10, University of Iowa, Department of Economics.
    • Handle: RePEc:uia:iowaec:95-10
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    Citations

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    Cited by:

    1. James G. MacKinnon & Russell Davidson, 1996. "The Size And Power Of Bootstrap Tests," Working Paper 932, Economics Department, Queen's University.
    2. Andersson, Michael K. & Gredenhoff, Mikael P., 1998. "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance 218, Stockholm School of Economics.
    3. Leandro Canibano & Araceli Mora, 2000. "Evaluating the statistical significance of de facto accounting harmonization: a study of European global players," European Accounting Review, Taylor & Francis Journals, vol. 9(3), pages 349-369.
    4. Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
    5. Andersson, Michael K. & Gredenhoff, Mikael P., 1997. "Bootstrap Testing for Fractional Integration," SSE/EFI Working Paper Series in Economics and Finance 188, Stockholm School of Economics.
    6. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
    7. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, University Library of Munich, Germany.

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