Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599)
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scientific article; zbMATH DE number 1294497
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| English | Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing |
scientific article; zbMATH DE number 1294497 |
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Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (English)
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11 January 2000
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Bartlett-type correction
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Edgeworth expansion
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heteroskedasticity
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Lagrange multiplier test
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score test
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weighted bootstrap
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bootstrap
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0.8617406487464905
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0.8581342697143555
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0.8546925187110901
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0.8537631630897522
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