Bootstrap testing of nonlinear models normally requires at least one nonlinear estimation for every bootstrap sample. We show how to reduce computational costs by performing only a fixed, small number of Newton or quasi-Newton steps for each bootstrap sample. The number of steps is smaller for likelihood ratio tests than for other types of classical tests, and smaller for Newton’s method than for quasi-Newton methods. The suggested procedures are applied to tests of slope coefficients in the tobit model and to tests of common factor restrictions. In both cases, bootstrap tests work well, and very few steps are needed
This article considers tests for parameter stability over time in general econometric models, possib...
It is well known that with a parameter on the boundary of the parameter space, such as in the classi...
The paper investigates how the particular choice of residuals used in a bootstrap-based testing proc...
Bootstrap testing of nonlinear models normally requires at least one nonlinear estimation for every ...
When a model is nonlinear bootstrap testing can be expensive because of the need to perform at least...
When a model is nonlinear, bootstrap testing can be expensive because of the need to perform at leas...
The bootstrap is a computationally intensive data analysis technique. It is particularly useful for ...
Resampling methods such as the bootstrap are routinely used to esti- mate the ¯nite-sample null dist...
Decisions based on econometric model estimates may not have the expected effect if the model is miss...
The construction of bootstrap hypothesis tests can differ from that of bootstrap confidence interval...
We discuss the use of bootstrap methodology in hypothesis testing, focusing on the classical F-test ...
Abstract _ We discuss the use of bootstrap methodology in hypothesis testing, focusing on the classi...
The bootstrap resampling method may be efficiently used to estimate the generalization error of nonl...
A bootstrap method for generating confidence intervals in linear models is suggested. The method is ...
The parametric bootstrap P-value based on a test statistic T is the exact tail probability of the ob...
This article considers tests for parameter stability over time in general econometric models, possib...
It is well known that with a parameter on the boundary of the parameter space, such as in the classi...
The paper investigates how the particular choice of residuals used in a bootstrap-based testing proc...
Bootstrap testing of nonlinear models normally requires at least one nonlinear estimation for every ...
When a model is nonlinear bootstrap testing can be expensive because of the need to perform at least...
When a model is nonlinear, bootstrap testing can be expensive because of the need to perform at leas...
The bootstrap is a computationally intensive data analysis technique. It is particularly useful for ...
Resampling methods such as the bootstrap are routinely used to esti- mate the ¯nite-sample null dist...
Decisions based on econometric model estimates may not have the expected effect if the model is miss...
The construction of bootstrap hypothesis tests can differ from that of bootstrap confidence interval...
We discuss the use of bootstrap methodology in hypothesis testing, focusing on the classical F-test ...
Abstract _ We discuss the use of bootstrap methodology in hypothesis testing, focusing on the classi...
The bootstrap resampling method may be efficiently used to estimate the generalization error of nonl...
A bootstrap method for generating confidence intervals in linear models is suggested. The method is ...
The parametric bootstrap P-value based on a test statistic T is the exact tail probability of the ob...
This article considers tests for parameter stability over time in general econometric models, possib...
It is well known that with a parameter on the boundary of the parameter space, such as in the classi...
The paper investigates how the particular choice of residuals used in a bootstrap-based testing proc...