Higher order properties of the wild bootstrap under misspecification (Q528076): Difference between revisions

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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Estimated sampling distributions: The bootstrap and competitors
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+On the validity of the formal Edgeworth expansion
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+Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
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+Q4097679
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+A Mirror Image Invariance for M-Estimators
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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+The wild bootstrap, tamed at last
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+Wild Bootstrap Tests for IV Regression
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+Bootstrapping regression models
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+Bootstrapping Realized Volatility
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+The bootstrap and Edgeworth expansion
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Q4214058
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+A Score Based Approach to Wild Bootstrap Inference
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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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+Q5751770
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+Q3928811
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+On Multivariate Edgeworth Expansions
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+Using Least Squares to Approximate Unknown Regression Functions
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Maximum Likelihood Estimation of Misspecified Models
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+Jackknife, bootstrap and other resampling methods in regression analysis
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