Implementing the wild bootstrap using a two-point distribution

DOI10.1016/j.econlet.2007.01.020zbMath1255.62127OpenAlexW2020055337WikidataQ57933935 ScholiaQ57933935MaRDI QIDQ1934128

James Davidson, David A. Peel, Andrea Monticini

Publication date: 28 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.01.020

zbMATH Keywords

heteroscedasticityskewnesstwo-point distribution

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

The importance of the electoral rule: evidence from Italy ⋮ Wild bootstrap tests for autocorrelation in vector autoregressive models ⋮ A simple test for regression specification with non-nested alternatives ⋮ Asymptotic theory and wild bootstrap inference with clustered errors

Uses Software

• Ox

Cites Work

• The wild bootstrap, tamed at last
• Bootstrap procedures under some non-i.i.d. models
• Jackknife, bootstrap and other resampling methods in regression analysis
• On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
• Bootstrap and wild bootstrap for high dimensional linear models
• On Bayesian Modeling of Fat Tails and Skewness

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