The DOI matches its Crossref record; 60 of the 60 references it cites were found in a registry or an index.
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics
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Cites
An Introduction to the Bootstrap
Efron, B., & Tibshirani, R. J. (1994) · doi:10.1201/9780429246593 · Cited by 40,500
An Introduction to the Bootstrap
Efron, B., & Tibshirani, R. J. (1993) · doi:10.1007/978-1-4899-4541-9 · Cited by 21,230
The Jackknife, the Bootstrap and Other Resampling Plans
Efron, B. (1982) · Society for Industrial and Applied Mathematics eBooks · doi:10.1137/1.9781611970319 · Cited by 8,120
Bootstrap Methods and their Application
Davison, A. C., & Hinkley, D. V. (1997) · doi:10.1017/cbo9780511802843 · Cited by 7,350 · cited 2×
“For general discussions of measurability of conditions for extrema of random functions, the reader may consult Debreu (1967), Brown and Purves (1973) and Stinchcombe and White (1992).”
Bootstrap Methods and Their Application
Loughin, T. M., Davison, A. C., & Hinkley, D. V. (1999) · Journal of the American Statistical Association · doi:10.2307/2669707 · Cited by 5,418
Randomization, Bootstrap and Monte Carlo Methods in Biology
Manly, B. F. J. (2018) · Chapman & Hall/CRC eBooks · doi:10.1201/9781315273075 · Cited by 4,194
Ripley, B. D. (1981) · Cited by 2,819
Empirical Processes with Applications to Statistics
Shorack, G. R., & Wellner, J. A. (2009) · Society for Industrial and Applied Mathematics eBooks · doi:10.1137/1.9780898719017 · Cited by 2,310
The Bootstrap and Edgeworth Expansion
Hall, P. (1992) · Springer Series in Statistics · doi:10.1007/978-1-4612-4384-7 · Cited by 2,042
Edgington, E., Edgington, E., & Onghena, P. (2007) · doi:10.1201/9781420011814 · Cited by 2,030
Cited by
Evaluating Value-at-Risk Models with Desk-Level Data
Berkowitz, J., Christoffersen, P., & Pelletier, D. (2011) · Management Science · doi:10.1287/mnsc.1080.0964 · Cited by 362
Dependence structure and extreme comovements in international equity and bond markets
Garcia, R., & Tsafack, G. (2011) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2011.01.003 · Cited by 267
Metadata
- Authors
- Dufour, J.-M.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2006-08
- Volume
- 133
- Issue
- 2
- Pages
- 443-477
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2149862193
- Cited by
- 264
- References
- 60
- FWCI
- 8.74
- Type
- journal article
- Language
- en
- Open access
- green
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- Dufour, J.-M. (2006). Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2005.06.007
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
