Residual bootstrap tests in linear models with many regressors
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Publication:1739866
DOI10.1016/j.jeconom.2018.10.002zbMath1452.62508OpenAlexW2898315891WikidataQ129034193 ScholiaQ129034193MaRDI QIDQ1739866
Publication date: 29 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.10.002
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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