Wild bootstrapping variance ratio tests (Q1929375): Difference between revisions
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Property / cites work: A simple multiple variance ratio test / rank | |||
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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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Property / cites work: Subsampling for heteroskedastic time series / rank | |||
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Property / cites work: A multiple variance ratio test using subsampling / rank | |||
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Latest revision as of 02:24, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Wild bootstrapping variance ratio tests |
scientific article |
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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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