A better way to bootstrap pairs.
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Publication:1960564
DOI10.1016/S0165-1765(99)00108-1zbMath1063.62538MaRDI QIDQ1960564
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)
Related Items (12)
Selection of Predictors in Distance-Based Regression ⋮ A robust bootstrap test under heteroskedasticity ⋮ Assessing the importance of risk factors in distance-based generalized linear models ⋮ Using discrete-time techniques to test continuous-time models for nonlinearity in drift ⋮ Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap ⋮ The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models ⋮ The wild bootstrap, tamed at last ⋮ The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors ⋮ Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap ⋮ How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? ⋮ The Wild Bootstrap for Multilevel Models ⋮ More Efficient Tests Robust to Heteroskedasticity of Unknown Form
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- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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- Bootstrapping time series models
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- The bootstrap and Edgeworth expansion
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