Wild bootstrapping variance ratio tests
type: Item
instance of: scholarly article
title: Wild bootstrapping variance ratio tests
zbMATH Open document ID: 1255.62128
author: Yanyan Li
published in: Economics Letters
publication date: 2013-01-08T00:00:00Z
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6123361
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: market efficiency
zbMATH Keywords: Monte Carlo experiment
zbMATH Keywords: wild bootstrap
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.01.007
OpenAlex ID: W2084130597
cites work: A simple multiple variance ratio test
cites work: Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
cites work: Bootstrap and wild bootstrap for high dimensional linear models
cites work: Subsampling for heteroskedastic time series
cites work: A multiple variance ratio test using subsampling
DOI: 10.1016/J.ECONLET.2006.01.007
description: scientific article; zbMATH DE number 6123361