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Randomization Tests in Econometrics

Bibliographic Data

ID19418375
AuthorsFetter E Kennedy (Simon Fraser University, corresponding author)
Year1995
Volume13
Issue1
Pages85-94
Publication date1995-01-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueJournal of Business and Economic Statistics (JOURNAL)
Journal identifiersISSN: 0735-0015 • E-ISSN: 1537-2707
PublisherInforma UK Limited (PUBLISHER • GB)
DOI10.1080/07350015.1995.10524581
OpenAlexW2118630463
LanguageEN
Citations received14
References cited35

Numerous shufflings of data produce a distribution of test-statistic values that can be used to assess the degree to which the test-statistic value produced by the actual data is unusual. Because this controversial randomization-testing methodology, made practical by the computer revolution, has begun to appear in applied econometric studies, econometricians should become familiar with its mechanics, rationale, and interpretation, all of which are quite different from the status quo. This article exposits randomization tests in an econometric context, discusses their advantages, and alerts practitioners to pitfalls

Econometrics · Economics · Geography · Randomization · Randomized controlled trial · Statistic · Statistical hypothesis testing · Statistics · Status quo · Test statistic · Advanced Statistical Methods and Models · Computer Science · Financial Risk and Volatility Modeling · Mathematics · Medicine · Statistical Methods and Inference

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Unique citing works14
Citations per year0,58
Citation span2002 - 2025 (24)
Citation velocityrecent
Highly citedNo
Citation typesNeutral: 12

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