A robust bootstrap test under heteroskedasticity (Q1927317): Difference between revisions

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+MaRDI publication profile
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Bootstrapping unstable first-order autoregressive processes
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+A better way to bootstrap pairs.
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+Bootstrapping regression models
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+Testing for structural change in conditional models
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+Bootstrap procedures under some non-i.i.d. models
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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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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