Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and

[1]  L. Kilian,et al.  THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP , 2003, Econometric Theory.

[2]  Jean-Marie Dufour,et al.  Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors , 2001 .

[3]  D. Andrews Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space , 2000 .

[4]  Michael H. Neumann,et al.  Problems related to confidence intervals for impulse responses of autoregressive processes , 2000 .

[5]  Michael R. Chernick,et al.  Bootstrap Methods: A Practitioner's Guide , 1999 .

[6]  Jean-Marie Dufour,et al.  Simulation�?Based Finite Sample Normality Tests in Linear Regressions , 1998 .

[7]  Anthony C. Davison,et al.  Bootstrap Methods and Their Application , 1998 .

[8]  A. W. Kemp,et al.  Randomization, Bootstrap and Monte Carlo Methods in Biology , 1997 .

[9]  Jan F. Kiviet,et al.  Exact Tests in Single Equation Autoregressive Distributed Lag Models. , 1997 .

[10]  Jean-Marie Dufour,et al.  Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter , 1997 .

[11]  J. Shao,et al.  The jackknife and bootstrap , 1996 .

[12]  A. Gallant,et al.  Which Moments to Match? , 1995, Econometric Theory.

[13]  Phillip I. Good Permutation Tests: A Practical Guide to Resampling Methods for Testing Hypotheses , 1995 .

[14]  R. Tibshirani,et al.  An Introduction to the Bootstrap , 1995 .

[15]  Eric R. Ziegel,et al.  Handbook of Statistics 11: Econometrics , 1994 .

[16]  T. N. Sriram Invalidity of Bootstrap for Critical Branching Processes with Immigration , 1994 .

[17]  Maxwell B. Stinchcombe,et al.  Some Measurability Results for Extrema of Random Functions Over Random Sets , 1992 .

[18]  Vassilis A. Hajivassiliou,et al.  Simulation Estimation Methods for Limited Dependent Variable Models , 1991 .

[19]  Gilles R. Ducharme,et al.  Asymptotic Theory for Bootstrap Methods in Statistics , 1991 .

[20]  Robert L. Taylor,et al.  Boot-strapping unstable rst-order autoregressive processes , 1991 .

[21]  Scott M. Smith Book Review: Computer Intensive Methods for Testing Hypotheses: An Introduction , 1990 .

[22]  Jean-Marie Dufour,et al.  Exact tests and confidence sets in linear regressions with autocorrelated errors , 1990 .

[23]  D. McFadden A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration , 1989 .

[24]  P. Hall,et al.  The Effect of Simulation Order on Level Accuracy and Power of Monte Carlo Tests , 1989 .

[25]  Jean-Marie Dufour,et al.  Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses: exact simultaneous tests in linear regressions , 1989 .

[26]  D Edwards,et al.  The efficiency of simulation-based multiple comparisons. , 1987, Biometrics.

[27]  K. Athreya BOOTSTRAP OF THE MEAN IN THE INFINITE VARIANCE CASE , 1987 .

[28]  Karl-Heinz Jockel,et al.  Finite Sample Properties and Asymptotic Efficiency of Monte Carlo Tests , 1986 .

[29]  Don Edwards,et al.  Exact simulation-based inference: A survey, with additions , 1985 .

[30]  Robert V. Foutz,et al.  A method for constructing exact tests from test statistics that have unknown null distributions , 1980 .

[31]  F. Marriott,et al.  Barnard's Monte Carlo Tests: How Many Simulations? , 1979 .

[32]  Peter J. Diggle,et al.  Simple Monte Carlo Tests for Spatial Pattern , 1977 .

[33]  Bert F. Green,et al.  A Practical Interactive Program for Randomization Tests of Location , 1977 .

[34]  L. Brown,et al.  Measurable Selections of Extrema , 1973 .

[35]  M. Dwass Modified Randomization Tests for Nonparametric Hypotheses , 1957 .

[36]  L. Kilian,et al.  Bootstrapping autoregressive processes with possible unit roots , 2000 .

[37]  I. Mizera,et al.  Generalized run tests for heteroscedastic time series , 1998 .

[38]  Christian Gourieroux,et al.  Simulation-based econometric methods , 1996 .

[39]  J. Horowitz Bootstrap Methods in Econometrics: Theory and Numerical Performance , 1995 .

[40]  Jean-Marie Dufour,et al.  Exact Tests Structural Change in First-Order Dynamic Models , 1995 .

[41]  Jean-Marie Dufour,et al.  Exact Inference Methods for First-Order Autoregressive Distributed Lag Models , 1995 .

[42]  H. Bierens Topics in advanced econometrics: Contents , 1994 .

[43]  William L. Goffe,et al.  Global Optimization of Statistical Functions with Simulated Annealing , 1994 .

[44]  G. Maddala,et al.  21 A perspective on application of bootstrap methods in econometrics , 1993 .

[45]  Michael Keane,et al.  Simulation estimation for panel data models with limited dependent variables , 1993 .

[46]  H. Vinod 23 Bootstrap methods: Applications in econometrics , 1993 .

[47]  P. Hall The Bootstrap and Edgeworth Expansion , 1992 .

[48]  Robin H. Lock,et al.  A sequential approximation to a permutation test , 1991 .

[49]  J. J. Higgins,et al.  Effect of tail weight and outliers on power and type-i error of robust permutation tests for location , 1987 .

[50]  B. Efron The jackknife, the bootstrap, and other resampling plans , 1987 .

[51]  Jeyaraj Vadiveloo On the theory of modified randomization tests for nonparametric hypotheses , 1983 .

[52]  J. Hájek A course in nonparametric statistics , 1969 .

[53]  G. Debreu Integration of correspondences , 1967 .