Leverage-adjusted heteroskedastic bootstrap methods (Q4825492): Difference between revisions

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+Francisco Cribari-Neto
@@ Property / author: Francisco Cribari-Neto / rank @@
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+Spyros G. Zarkos
@@ Property / author: Spyros G. Zarkos / rank @@
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+Ox
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+MaRDI publication profile
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+https://doi.org/10.1080/0094965031000115411
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+W2056440782
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@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
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+Q3836533
@@ Property / cites work: Q3836533 / rank @@
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@@ Property / cites work @@
+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Improved heteroscedasticity-consistent covariance matrix estimators
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@@ Property / cites work @@
+Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
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+Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup>
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@@ Property / cites work @@
+Q4802629
@@ Property / cites work: Q4802629 / rank @@
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@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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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
@@ Property / cites work: Bootstrapping time series models / rank @@
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Jackknife, bootstrap and other resampling methods in regression analysis
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