FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
By Russell Davidson, James G. MacKinnon. 2002
59 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/fc968d572ac13ef3dbbde1c714ba26f42de663e4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
In Statistics and Probability
- James G. MacKinnon
- Elizabeth Tipton
- James Pustejovsky
- Morten Ørregaard Nielsen
- Michael Pfaffermayr
- M. D. Cattaneo
- Matthew D. Webb
- Whitney K. Newey
Citations in the corpus
- Bootstrap Hypothesis Testing (2007, methodology): “Davidson and MacKinnon (2002a) provides a detailed analysis for the case in which H0 and H1 are both linear models.”
- A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (2013, unknown): “An alternative way to estimate the finite sample coverage of the bootstrap confidence interval (1) is to draw just one bootstrap resample, as recommended by White (1998) and Davidson and MacKinnon (2000, 2002, 2007).”
- Bootstrap Inference in Econometrics (2002, unknown): “In extreme cases, even for sample sizes as large as 50, an asymptotic J test at the .05 level can reject a true null hypothesis more than 80 per cent of the time; see Davidson and MacKinnon (2002a).”