Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
From MaRDI portal
Publication:957209
DOI10.1016/j.csda.2004.05.018zbMath1429.62153OpenAlexW2023949384MaRDI QIDQ957209
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00175910/file/Flachaire_03a.pdf
Related Items (33)
Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form ⋮ Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity ⋮ Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison ⋮ Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference ⋮ A wild bootstrap approach for nonparametric repeated measurements ⋮ Wild bootstrap Ljung-Box test for cross correlations of multivariate time series ⋮ Efficient bootstrap with weakly dependent processes ⋮ A computational approach to nonparametric regression: bootstrapping CMARS method ⋮ Bootstrap Liu estimators for Poisson regression model ⋮ Nonparametric confidence regions via the analytic wild bootstrap ⋮ Assessing the importance of risk factors in distance-based generalized linear models ⋮ Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form ⋮ A multilevel model with autoregressive components for the analysis of tribal art prices ⋮ Functional Causal Mediation Analysis With an Application to Brain Connectivity ⋮ Resurrecting weighted least squares ⋮ Second special issue on computational econometrics ⋮ The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models ⋮ Regional residual plots for assessing the fit of linear regression models ⋮ Tests for regression models with heteroskedasticity of unknown form ⋮ 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 ⋮ Testing for the usefulness of forecasts ⋮ Half-life estimation based on the bias-corrected bootstrap: a highest density region approach ⋮ Nonparametric and robust methods. (Editorial) ⋮ Bootstrap test for a structural break under possible heteroscedasticity ⋮ Heteroskedasticity-consistent interval estimators ⋮ Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality ⋮ A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm ⋮ Recycled two-stage estimation in nonlinear mixed effects regression models ⋮ Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change
Cites Work
- The wild bootstrap, tamed at last
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- The power of bootstrap and asymptotic tests
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping regression models
- Jackknife, bootstrap and other resampling methods in regression analysis
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- A better way to bootstrap pairs.
- Bootstrap and wild bootstrap for high dimensional linear models
- The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
- The bootstrap and Edgeworth expansion
- The bootstrap in econometrics
This page was built for publication: Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
