Higher order properties of the wild bootstrap under misspecification

DOI10.1016/j.jeconom.2012.06.001zbMath1443.62114OpenAlexW2053727223MaRDI QIDQ528076

Andres Santos, Patrick Kline

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001480

zbMATH Keywords

Edgeworth expansionmisspecificationwild bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Inference in Linear Regression Models with Many Covariates and Heteroscedasticity ⋮ A WILD BOOTSTRAP FOR DEPENDENT DATA ⋮ Bootstrap confidence sets under model misspecification ⋮ Bootstrap inference under cross‐sectional dependence ⋮ Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique ⋮ Robust heteroskedasticity-robust tests ⋮ Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators ⋮ Asymptotic theory and wild bootstrap inference with clustered errors

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