Bootstrapping the Hausman Test in Panel Data Models (Q4921588): Difference between revisions

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+Bootstrapping error component model
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+On the testing of correlated effects with panel data
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+Another look at the instrumental variable estimation of error-components models
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+Q4851746
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+On the validity of the formal Edgeworth expansion
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+Bootstrap tests: how many bootstraps?
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+The power of bootstrap and asymptotic tests
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+Bootstrapping regression models
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+The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
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+Unusual properties of bootstrap confidence intervals in regression problems
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+The bootstrap and Edgeworth expansion
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+Specification Tests in Econometrics
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+Saddlepoint expansions in linear regression.
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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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+Edgeworth expansion in regression models
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+Bootstrapping and empirical edgeworth expansions in multiple linear regression models
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+Asymptotic expansion for weighted least squares in linear regression models
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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