A score based approach to wild bootstrap inference

DOI10.1515/2156-6674.1006MaRDI QIDQ2870563zbMATH OpenOpenAlexFDO

Authors Patrick Kline, Andres Santos

Publication date 21 January 2014

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w16127.pdf

zbMATH Keywords

clustered datarobust inferencewild bootstrap

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Nonparametric robustness (62G35) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited in

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• The wild bootstrap for multilevel models
• Nonlinear IV panel unit root testing under structural breaks in the error variance
• Threshold model with a time-varying threshold based on Fourier approximation
• Higher order properties of the wild bootstrap under misspecification
• Moment condition tests for heavy tailed time series
• scientific article; zbMATH DE number 6026913 (Why is no real title available?)
• On the Bootstrap of the Maximum Score Estimator
• Bootstrap inference under cross‐sectional dependence
• Estimation and inference by stochastic optimization
• A functional nonlinear mixed effects modeling framework for longitudinal functional responses
• Evidence games: lying aversion and commitment
• The proximal bootstrap for constrained estimators
• On computing standard errors for marginal structural Cox models
• Sieve instrumental variable quantile regression estimation of functional coefficient models

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