Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator

69 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Bootstrap Methods in Econometrics (2018, unknown): “Several authors have proposed bootstrap sampling procedures and/or modifications of the maximum score objective function that make the bootstrap consistent (Cattaneo, Jansson, and Nagasawa 2018; Hong and Li 2015; Horowitz 1992, 2002; Patra, Seijo, and Sen 2018).”
A Smoothed Least Squares Estimator for Threshold Regression Models (2007, unknown): “…1 n Pn t=j+1 s n;t ( 0) s n;t j ( 0) > et ( 0) et j ( 0) for j 0; 1 n Pn t= j+1 s n;t+j ( 0) s n;t ( 0) > et+j ( 0) et ( 0) for j < 0; for sn;t and et de ned in (12) and (9) : It follows fromAndrews (1991 : Proposition 1 (c) and Theorem 1 (c)) and a correction by Jansson (2002) that ~V sn V sn P !”
The bootstrap in econometrics (2003, methodology): “However, Horowitz (2002) shows that the bootstrap, which is implemented by sampling the data randomly with replacement, provides asymptotic refinements for tests of hypotheses about β and produces low ERPs for these tests.”