Pages that link to "Item:Q1109451"

The following pages link to Bootstrap procedures under some non-i.i.d. models (Q1109451):

Displaying 50 items.

• The wild bootstrap, tamed at last (Q90678) (← links)
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
• How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
• Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
• Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• A statistical method for geometry inspection from point clouds (Q279598) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• ANOVA for longitudinal data with missing values (Q620563) (← links)
• The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
• Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• A simple test for regression specification with non-nested alternatives (Q738119) (← links)
• A martingale residual diagnostic for longitudinal and recurrent event data (Q746012) (← links)
• Bootstrap confidence sets under model misspecification (Q892253) (← links)
• Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
• Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model (Q1019898) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Bootstrapping an inhomogeneous point process (Q1044067) (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
• Local bootstrap (Q1206619) (← links)
• A rank test for equality of two multivariate populations vs a particular ordered alternative. (Q1275529) (← links)
• Some bootstrap methods in nonlinear mixed-effect models (Q1298956) (← links)
• Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
• Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)
• Derivative estimation and testing in generalized additive models (Q1399277) (← links)
• Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)