search query: @indexterm ECONOMETRICS / total: 250
reference: 54 / 250
Author: | Horowitz, J. L. Savin, N. E. |
Title: | Empirically relevant critical values for hypotesis tests: A bootstrap approach |
Journal: | Journal of Econometrics
2000 : APR, VOL. 95:2, p. 375-389 |
Index terms: | ECONOMETRICS ECONOMIC THEORY STATISTICAL METHODS |
Language: | eng |
Abstract: | This study deals with the choice of critical values for tests of statistical hypotheses. Two types of critical values are defined, the Type I critical value and the size-corrected critical value. |
SCIMA