A robust bootstrap test under heteroskedasticity
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Publication:1927317
DOI10.1016/S0165-1765(03)00028-4zbMath1255.62083MaRDI QIDQ1927317
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping regression models
- Testing for structural change in conditional models
- Jackknife, bootstrap and other resampling methods in regression analysis
- A better way to bootstrap pairs.
- Bootstrapping unstable first-order autoregressive processes
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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