Higher order properties of the wild bootstrap under misspecification

DOI10.1016/J.JECONOM.2012.06.001MaRDI QIDQ528076zbMATH OpenOpenAlexFDO

Authors Patrick Kline, Andres Santos

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

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

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• 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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