The following pages link to The wild bootstrap, tamed at last (Q90678):
Displaying 43 items.
- Wild bootstrapping rank-based procedures: multiple testing in nonparametric factorial repeated measures designs (Q2418513) (← links)
- Putting the boot into the swampland (Q2421043) (← links)
- Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
- Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
- Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness (Q2787384) (← links)
- The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk (Q2852617) (← links)
- A score based approach to wild bootstrap inference (Q2870563) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
- Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
- Wild bootstrap for quantile regression (Q3107987) (← links)
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
- Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
- On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
- NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
- Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
- A Heteroskedasticity-Robust<i>F</i>-Test Statistic for Individual Effects (Q5080456) (← links)
- Bootstrap Confidence Sets with Weak Instruments (Q5080463) (← links)
- Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
- A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
- VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS (Q5204676) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
- Diagnostics for the bootstrap and fast double bootstrap (Q5864660) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965557) (← links)
- Bootstrap Liu estimators for Poisson regression model (Q6049853) (← links)
- Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering (Q6617774) (← links)
- A nonparametric doubly robust test for a continuous treatment effect (Q6621539) (← links)
- A Modified Randomization Test for the Level of Clustering (Q6626260) (← links)
- Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries (Q6626283) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
