The following pages link to The wild bootstrap, tamed at last (Q90678):
Displaying 50 items.
- skedastic (Q90775) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
- Nonparametric MANOVA in meaningful effects (Q778880) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Regional residual plots for assessing the fit of linear regression models (Q959287) (← links)
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- MATS: inference for potentially singular and heteroscedastic MANOVA (Q1742739) (← links)
- Robust heteroskedasticity-robust tests (Q1782379) (← links)
- The importance of the electoral rule: evidence from Italy (Q1925914) (← links)
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients (Q1927432) (← links)
- Testing for purchasing power parity correcting for non-normality using the wild bootstrap (Q1934055) (← links)
- Implementing the wild bootstrap using a two-point distribution (Q1934128) (← links)
- A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development (Q1940023) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
- On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
- Shape-constrained estimation in functional regression with Bernstein polynomials (Q2101402) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- A formal framework for hedonic elementary price indices (Q2316721) (← links)
- Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Wild bootstrap logrank tests with broader power functions for testing superiority (Q2416734) (← links)
- Wild bootstrapping rank-based procedures: multiple testing in nonparametric factorial repeated measures designs (Q2418513) (← links)
