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bootstrapBtest

This package allows the user to perform the bootstrap pre-test procedure described in Davidson & MacKinnon (2000) to determine an appropriate number of bootstrap simulations to use to minimize loss of power resulting from sampling.

Reference

Russell Davidson & James G. MacKinnon (2000) Bootstrap tests: how many bootstraps?, Econometric Reviews, 19:1, 55-68.

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This package allows the user to perform the bootstrap pre-test procedure described in Davidson & MacKinnon (2000) to determine an appropriate number of bootstrap simulations to use to minimize loss of power resulting from sampling.

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