How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933): Difference between revisions

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+W3023207536
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
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+More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
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+Asymptotic inference under heteroskedasticity of unknown form
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+Heteroskedasticity-consistent interval estimators
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+The wild bootstrap, tamed at last
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Q5621854
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+A better way to bootstrap pairs.
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+Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
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+More Efficient Tests Robust to Heteroskedasticity of Unknown Form
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+Tests for regression models with heteroskedasticity of unknown form
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+Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
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+Jackknifing in Unbalanced Situations
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+Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
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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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+Controlling the size of autocorrelation robust tests
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+Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
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+ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
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+Robust heteroskedasticity-robust tests
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+Conditional properties of statistical procedures
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+Resurrecting weighted least squares
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+Approximate Power Functions for Some Robust Tests of Regression Coefficients
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+How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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