A WILD BOOTSTRAP FOR DEPENDENT DATA

DOI10.1017/S0266466621000487OpenAlexW3215572116MaRDI QIDQ6042894FDOQ6042894

Authors: Ulrich Hounyo 

Publication date: 4 May 2023

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466621000487

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Automatic Block-Length Selection for the Dependent Bootstrap
• Heteroskedastic time series with a unit root
• Bootstrap procedures under some non-i.i.d. models
• On the validity of the formal Edgeworth expansion
• Resampling methods for dependent data
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap and wild bootstrap for high dimensional linear models
• Title not available (Why is that?)
• The Stationary Bootstrap
• The bootstrap and Edgeworth expansion
• Testing for distributional change in time series
• Tapered block bootstrap
• Title not available (Why is that?)
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Maximum likelihood and the bootstrap for nonlinear dynamic models
• The dependent wild bootstrap
• Second-order correctness of the blockwise bootstrap for stationary observations
• Subsampling for heteroskedastic time series
• Adaptive estimation of autoregressive models with time-varying variances
• Unit Root Tests under Time-Varying Variances
• Testing for unit roots in time series models with non-stationary volatility
• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• Asymptotic and bootstrap inference for inequality and poverty measures
• The tapered block bootstrap for general statistics from stationary sequences
• Inference in Autoregression under Heteroskedasticity
• Bootstrapping pre-averaged realized volatility under market microstructure noise
• A bootstrap-assisted spectral test of white noise under unknown dependence
• Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
• Higher order properties of the wild bootstrap under misspecification
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
• A bootstrap procedure in linear regression with nonstationary errors

Cited In (4)

• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
• Wild Bootstrap Tests for IV Regression
• Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
• Title not available (Why is that?)

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