Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209)
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scientific article; zbMATH DE number 5374165
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| English | Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap |
scientific article; zbMATH DE number 5374165 |
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Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (English)
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26 November 2008
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wild bootstrap
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pairs bootstrap
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heteroskedasticity-robust test
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Monte Carlo simulations
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0.8803669214248657
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0.8762104511260986
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0.8617406487464905
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0.8617406487464905
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0.8421724438667297
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