A better way to bootstrap pairs.

DOI10.1016/S0165-1765(99)00108-1zbMath1063.62538MaRDI QIDQ1960564

Emmanuel Flachaire

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Bootstrap; Heteroskedasticity

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G09: Nonparametric statistical resampling methods

Related Items

The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors, More Efficient Tests Robust to Heteroskedasticity of Unknown Form, Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap, The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models, Using discrete-time techniques to test continuous-time models for nonlinearity in drift, A robust bootstrap test under heteroskedasticity, Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap, Selection of Predictors in Distance-Based Regression

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