JSM 2004 - Toronto

Abstract #300015

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2004 Program page
Activity Number: 4
Type: Invited
Date/Time: Sunday, August 8, 2004 : 2:00 PM to 3:50 PM
Sponsor: Business and Economics Statistics Section
Abstract - #300015
Title: Applications of the Fast Double Bootstrap
Author(s): James G. MacKinnon*+
Companies: Queen's University
Address: Dept. of Economics, Kingston, ON, K7L 3N6, Canada
Keywords: bootstrap test ; double bootstrap
Abstract:

The fast double bootstrap is an approximation to the double bootstrap that can provide more accurate results than ordinary bootstrap tests. For it to be valid, the test statistic must be independent of the random parts of the bootstrap data-generating process. This paper presents simulation evidence on the performance of fast double bootstrap tests in several cases of interest to econometricians. The procedure appears to work well in some cases but not all.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2004 program

JSM 2004 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2004