Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189284 
Year of Publication: 
2000
Series/Report no.: 
Queen's Economics Department Working Paper No. 995
Publisher: 
Queen's University, Department of Economics, Kingston (Ontario)
Abstract: 
We first propose procedures for estimating the rejection probabilities for bootstrap tests in Monte Carlo experiments without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive as estimating rejection probabilities for asymptotic tersts. We then propose procedures for computing modified bootstrap P values that will often be more accurate than ordinary ones. These procedures are closely related to the double bootstrap, but they are far less computationally demanding.
Subjects: 
Double Bootstrap
Monte Carlo
Specification Test
Bootstrap P Value
Bootstrap Test
JEL: 
C12
C15
Document Type: 
Working Paper

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