Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/67820 
Erscheinungsjahr: 
2001
Schriftenreihe/Nr.: 
Queen's Economics Department Working Paper No. 1036
Verlag: 
Queen's University, Department of Economics, Kingston (Ontario)
Zusammenfassung: 
In practice, bootstrap tests must use a finite number of bootstrap samples. This means that the outcome of the test will depend on the sequence of random numbers used to generate the bootstrap samples, and it necessarily results in some loss of power. We examine the extent of this power loss and propose a simple pretest procedure for choosing the number of bootstrap samples so as to minimize experimental randomness. Simulation experiments suggest that this procedure will work very well in practice.
Schlagwörter: 
bootstrap test
test power
pretest
bootstrap repetitions
bootstrap samples
JEL: 
C12
C15
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
490.37 kB





Publikationen in EconStor sind urheberrechtlich geschützt.