The bootstrap and hypothesis tests in econometrics
- 31 January 2001
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 100 (1) , 37-40
- https://doi.org/10.1016/s0304-4076(00)00051-8
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Empirically relevant critical values for hypothesis tests: A bootstrap approachJournal of Econometrics, 2000
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic ModelsEconometrica, 1997
- The Nonexistence of Certain Statistical Procedures in Nonparametric ProblemsThe Annals of Mathematical Statistics, 1956