Evaluation of a three-step method for choosing the number of bootstrap repetitions

By Donald W. K. Andrews, Moshe Buchinsky. 2001

80 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c53960c035e64d93fb9d87b7cbb5ec142dbc4f74

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Citations in the corpus

Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men (2011, methodology): “We use the Andrews-Buchinsky algorithm (Andrews and Buchinsky 2000, 2001) to choose the number of replications in the standard bootstrap, and in two cases below, the necessary number of replications is much larger than that usually used by applied researchers.”
How Many Bootstrap Replicates Are Necessary? (2009, unknown): “Andrews and Buchinsky (1997, 2000, 2001) propose and evaluate a general three-step algorithm to specify B in the BS procedure. Andrews and Buchinsky (2002) then further extend their algorithm to BS BCA intervals. With respect to phylogenetics, Hedges (1992) suggests a method to specify B a priori fo”
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (2009, background): “In practice G∗,α̂T and G ∗,t T are not known but can be approximated in the usual way through numerical simulation; cf. Hansen (1996) and Andrews and Buchinsky (2001).”
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (2010, unknown): “Hansen (1996) and Andrews and Buchinsky (2000). This is achieved by generating N (conditionally) independent bootstrap statistics, Qn:r, n = 1; :::; N , computed as above but recursively from”
A Three-Step Method for Choosing the Number of Bootstrap Repetitions (2000, methodology): “Papers in the literature that are related to the three-step method considered here include Efron and Tibshirani (1986), Hall (1986), Davison and Hinkley (1997, Sections 2:5:2 and 4:2:5), Davidson and MacKinnon (2000), and Andrews and Buchinsky (2000, 2001).”
Bootstrapping and PLS-SEM: A step-by-step guide to get more out of your bootstrap results (2016, background): “The work of Andrews and Buchinsky (2000, 2001, 2002) revealed that the minimal number of bootstrap repetitions needed depends on the desired level of accuracy, the confidence level, the distribution of the data (kurtosis), and the type of bootstrap confidence interval constructed.”