C15

Statistical Simulation Methods; Monte Carlo Methods

Confidence Sets Based On Inverting Anderson-rubin Tests

Author(s)

James G. MacKinnon

Russell Davidson

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Critical Values For Cointegration Tests

Author(s)

James G. MacKinnon

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Finite Sample Accuracy Of Integrated Volatility Estimators

Author(s)

Morten Ø. Nielsen

Per Houmann Frederiksen

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Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration

Author(s)

Morten Ø. Nielsen

Per Houmann Frederiksen

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Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables

Author(s)

James G. MacKinnon

Russell Davidson

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Wild Bootstrap Tests For Iv Regression

Author(s)

James G. MacKinnon

Russell Davidson

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Bootstrap Hypothesis Testing

Author(s)

James G. MacKinnon

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Size Matters: Covariance Matrix Estimation Under The Alternative

Author(s)

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Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models

Author(s)

Hiroyuki Kasahara

Katsumi Shimotsu

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Inference Via Kernel Smoothing Of Bootstrap P Values

Author(s)

James G. MacKinnon

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