Higher order properties of the wild bootstrap under misspecification
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- scientific article; zbMATH DE number 3744299 (Why is no real title available?)
- scientific article; zbMATH DE number 3517666 (Why is no real title available?)
- scientific article; zbMATH DE number 1211748 (Why is no real title available?)
- scientific article; zbMATH DE number 4186892 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Mirror Image Invariance for M-Estimators
- A score based approach to wild bootstrap inference
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping Realized Volatility
- Bootstrapping regression models
- Estimated sampling distributions: The bootstrap and competitors
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
- Jackknife, bootstrap and other resampling methods in regression analysis
- Maximum Likelihood Estimation of Misspecified Models
- On Multivariate Edgeworth Expansions
- On the validity of the formal Edgeworth expansion
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
- The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
- The bootstrap and Edgeworth expansion
- The wild bootstrap, tamed at last
- Using Least Squares to Approximate Unknown Regression Functions
- Wild Bootstrap Tests for IV Regression
Cited in
(8)- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique
- A WILD BOOTSTRAP FOR DEPENDENT DATA
- Bootstrap confidence sets under model misspecification
- Robust heteroskedasticity-robust tests
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- Inference in linear regression models with many covariates and heteroscedasticity
- Asymptotic theory and wild bootstrap inference with clustered errors
- Bootstrap inference under cross‐sectional dependence
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