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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    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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