Bootstrap Testing in Nonlinear Models
نویسندگان
چکیده
منابع مشابه
Bootstrap Testing in Nonlinear Models
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 f...
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ژورنال
عنوان ژورنال: International Economic Review
سال: 1999
ISSN: 0020-6598,1468-2354
DOI: 10.1111/1468-2354.00026