The Size and Power of Bootstrap Tests

James MacKinnon ()

ASSET - Instituto De Economia Publica from ASSET (Association of Southern European Economic Theorists)

Abstract: Bootstrap tests are tests for which the significance level is calculated by some sort of boostrap procedure, which may be parametric or nonparametric. We show that, in many circumstances, the size distortion of a bootstrap P value for a test will be one whole order of magnitude smaller than that of the correpondign asymptotic P value.

Keywords: STATISTICS; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 1997

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Related works:
Working Paper: The Size and Power of Bootstrap Tests (1996)
Working Paper: The Size and Power of Bootstrap Tests (1996)
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Persistent link: http://EconPapers.repec.org/RePEc:fth:inecpu:153

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