Pages that link to "Item:Q957209"

The following pages link to Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209):

Displaying 32 items.

• How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
• Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
• Resurrecting weighted least squares (Q506038) (← links)
• A computational approach to nonparametric regression: bootstrapping CMARS method (Q890318) (← links)
• Assessing the importance of risk factors in distance-based generalized linear models (Q905227) (← links)
• Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
• Second special issue on computational econometrics (Q957202) (← 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)
• Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
• Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
• A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
• Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
• Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
• A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm (Q2324062) (← links)
• The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
• Testing for the usefulness of forecasts (Q3088164) (← links)
• Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
• Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
• Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
• Functional Causal Mediation Analysis With an Application to Brain Connectivity (Q4904709) (← links)
• Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
• Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
• A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
• The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432) (← links)
• More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
• Nonparametric confidence regions via the analytic wild bootstrap (Q6059432) (← links)