The following pages link to A better way to bootstrap pairs. (Q1960564):
Displaying 12 items.
- The wild bootstrap, tamed at last (Q90678) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Assessing the importance of risk factors in distance-based generalized linear models (Q905227) (← 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)
- Using discrete-time techniques to test continuous-time models for nonlinearity in drift (Q1418613) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
- Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
- Selection of Predictors in Distance-Based Regression (Q3447065) (← links)
- The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
