Wild bootstrapping variance ratio tests (Q1929375): Difference between revisions

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Property / cites work: Bootstrapping autoregressions with conditional heteroskedasticity of unknown form / rank
 
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Property / cites work: Bootstrap and wild bootstrap for high dimensional linear models / rank
 
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Latest revision as of 02:24, 6 July 2024

scientific article
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Wild bootstrapping variance ratio tests
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    Wild bootstrapping variance ratio tests (English)
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    8 January 2013
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    conditional heteroskedasticity
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    market efficiency
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    Monte Carlo experiment
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    wild bootstrap
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