Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap

DOI10.1016/J.ECONLET.2004.06.025zbMath1254.91596OpenAlexW1967742843MaRDI QIDQ1927807

Christos Ioannidis, David A. Peel

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.06.025

zbMATH Keywords

wild bootstrapefficient marketsgamble

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Testing for purchasing power parity correcting for non-normality using the wild bootstrap ⋮ Home advantage and mispricing in indoor sports' ghost games: the case of European basketball ⋮ Corrected local polynomial estimation in varying-coefficient models with measurement errors

Uses Software

• bootlib

Cites Work

• Unnamed Item
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

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