Higher order properties of the wild bootstrap under misspecification (Q528076): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2012.06.001
@@ Property / DOI: 10.1016/j.jeconom.2012.06.001 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6714779
@@ Property / zbMATH DE Number: 6714779 / rank @@
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@@ Property / zbMATH Keywords @@
+wild bootstrap
@@ Property / zbMATH Keywords: wild bootstrap / rank @@
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@@ Property / zbMATH Keywords @@
+misspecification
@@ Property / zbMATH Keywords: misspecification / rank @@
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@@ Property / zbMATH Keywords @@
+Edgeworth expansion
@@ Property / zbMATH Keywords: Edgeworth expansion / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2053727223
@@ Property / OpenAlex ID: W2053727223 / rank @@
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@@ Property / cites work @@
+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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@@ Property / cites work @@
+Estimated sampling distributions: The bootstrap and competitors
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@@ Property / cites work @@
+On the validity of the formal Edgeworth expansion
@@ Property / cites work: On the validity of the formal Edgeworth expansion / rank @@
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@@ Property / cites work @@
+Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
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@@ Property / cites work @@
+Q4097679
@@ Property / cites work: Q4097679 / rank @@
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@@ Property / cites work @@
+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+A Mirror Image Invariance for M-Estimators
@@ Property / cites work: A Mirror Image Invariance for M-Estimators / rank @@
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@@ Property / cites work @@
+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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@@ Property / cites work @@
+The wild bootstrap, tamed at last
@@ Property / cites work: The wild bootstrap, tamed at last / rank @@
+Normal rank
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+Wild Bootstrap Tests for IV Regression
@@ Property / cites work: Wild Bootstrap Tests for IV Regression / rank @@
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@@ Property / cites work @@
+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
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@@ Property / cites work @@
+Bootstrapping Realized Volatility
@@ Property / cites work: Bootstrapping Realized Volatility / rank @@
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@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Q4214058
@@ Property / cites work: Q4214058 / rank @@
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@@ Property / cites work @@
+A Score Based Approach to Wild Bootstrap Inference
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+Bootstrap procedures under some non-i.i.d. models
@@ Property / cites work: Bootstrap procedures under some non-i.i.d. models / rank @@
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@@ Property / cites work @@
+Bootstrap and wild bootstrap for high dimensional linear models
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@@ Property / cites work @@
+Q5751770
@@ Property / cites work: Q5751770 / rank @@
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@@ Property / cites work @@
+Q3928811
@@ Property / cites work: Q3928811 / rank @@
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@@ Property / cites work @@
+On Multivariate Edgeworth Expansions
@@ Property / cites work: On Multivariate Edgeworth Expansions / rank @@
+Normal rank
@@ Property / cites work @@
+Using Least Squares to Approximate Unknown Regression Functions
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@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
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@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
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@@ Property / DOI @@
+.1016/J.JECONOM.2012.06.001
@@ Property / DOI: 10.1016/J.JECONOM.2012.06.001 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:528076