Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap (Q3070605): Difference between revisions

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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Q4802629
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+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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+The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models
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+Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
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+The wild bootstrap, tamed at last
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+Bootstrap procedures under some non-i.i.d. models
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Bootstrapping regression models
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+A better way to bootstrap pairs.
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Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605): Difference between revisions

Latest revision as of 17:08, 3 July 2024

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Mathematics(1 entry)