How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933)

From MaRDI portal

Revision as of 14:31, 2 August 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article from arXiv

Language	Label	Description	Also known as
English	How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?	scientific article from arXiv

Statements

scholarly article

0 references

publication date

8 May 2020

0 references

15 August 2023

0 references

arXiv classification

math.ST

0 references

econ.EM

0 references

stat.ME

0 references

stat.TH

0 references

Benedikt M. Pötscher

0 references

David Preinerstorfer

0 references

Benedikt M. Pötscher

0 references

David Preinerstorfer

0 references

MaRDI profile type

MaRDI publication profile

0 references

HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS? (English)

0 references

Econometric Theory

0 references

full work available at URL

https://arxiv.org/abs/2005.04089

0 references

Jackknife, bootstrap and other resampling methods in regression analysis

0 references

The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator

0 references

Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests

0 references

More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form

0 references

Asymptotic inference under heteroskedasticity of unknown form

0 references

Heteroskedasticity-consistent interval estimators

0 references

The wild bootstrap, tamed at last

0 references

Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

0 references

0 references

A better way to bootstrap pairs.

0 references

Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap

0 references

More Efficient Tests Robust to Heteroskedasticity of Unknown Form

0 references

Tests for regression models with heteroskedasticity of unknown form

0 references

Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

0 references

Jackknifing in Unbalanced Situations

0 references

Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form

0 references

Bootstrap procedures under some non-i.i.d. models

0 references

Bootstrap and wild bootstrap for high dimensional linear models

0 references

Controlling the size of autocorrelation robust tests

0 references

Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing

0 references

ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS

0 references

Robust heteroskedasticity-robust tests

0 references

Conditional properties of statistical procedures

0 references

Resurrecting weighted least squares

0 references

Approximate Power Functions for Some Robust Tests of Regression Coefficients

0 references

How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

0 references

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

0 references

Identifiers

0 references

10.48550/arXiv.2005.04089

0 references

10.1017/s0266466622000184

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:137933

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q137933&oldid=37551722"