Bootstrap inference under cross‐sectional dependence
From MaRDI portal
Publication:6067224
DOI10.3982/qe1626OpenAlexW4382874219MaRDI QIDQ6067224
Sílvia Gonçalves, Benoit Perron, Timothy G. Conley, Min Seong Kim
Publication date: 16 November 2023
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe1626
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- GMM estimation with cross sectional dependence
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Maximum likelihood and the bootstrap for nonlinear dynamic models
- Spatial correlation robust inference with errors in location or distance
- HAC estimation in a spatial framework
- Fixed-smoothing asymptotics for time series
- Resampling methods for spatial regression models under a class of stochastic designs
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Higher order properties of the wild bootstrap under misspecification
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- Inference with dependent data using cluster covariance estimators
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
- Series estimation under cross-sectional dependence
- Random group effects and the precision of regression estimates
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- Interpolation of spatial data. Some theory for kriging
- Economic distance and cross-country spillovers
- Compactly supported correlation functions
- Limit theorems for network dependent random variables
- Asymptotic theory and wild bootstrap inference with clustered errors
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
- A Score Based Approach to Wild Bootstrap Inference
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- Asymptotic Statistics
- Inference Under Random Limit Bootstrap Measures
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
- The Dependent Wild Bootstrap
- THE CORRELATION STRUCTURE OF SPATIAL AUTOREGRESSIONS
- A new semiparametric spatial model for panel time series
- Bootstrap inference under cross‐sectional dependence
This page was built for publication: Bootstrap inference under cross‐sectional dependence