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Cites work
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A better way to bootstrap pairs.
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping regression models
- Jackknife, bootstrap and other resampling methods in regression analysis
- On the validity of the formal Edgeworth expansion
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Series approximation methods in statistics
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
- The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
- The bootstrap and Edgeworth expansion
Cited in
(95)- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
- Linear bootstrap methods for vector autoregressive moving-average models
- Tests for regression models with heteroskedasticity of unknown form
- Heteroskedastic time series with a unit root
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity
- Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
- Wild bootstrap estimation in partially linear models with heteroscedasticity
- Regional residual plots for assessing the fit of linear regression models
- Shape-constrained estimation in functional regression with Bernstein polynomials
- Wild bootstrapping rank-based procedures: multiple testing in nonparametric factorial repeated measures designs
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
- Bootstrapping structural change tests
- Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change
- Parallel bootstrap and optimal subsample lengths in smooth function models
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
- Robust heteroskedasticity-robust tests
- A multilevel model with autoregressive components for the analysis of tribal art prices
- On detecting the optimal structure of a neural network under strong statistical features in errors
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- Nonparametric nonstationarity tests
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
- On bootstrap consistency of MAVE for single index models
- Testing for co-integration in vector autoregressions with non-stationary volatility
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- Volatility spillover effect on nonlinear causality tests
- Statistical inference in the presence of heavy tails
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- The size and power of bootstrap tests for spatial dependence in a linear regression model
- Testing for a change in persistence in the presence of non-stationary volatility
- A local Gaussian bootstrap method for realized volatility and realized beta
- Testing for threshold regulation in presence of measurement error
- Bootstrap Liu estimators for Poisson regression model
- Cluster-robust inference: a guide to empirical practice
- A heteroskedasticity-robust \(F\)-test statistic for individual effects
- Bootstrap confidence sets with weak instruments
- Wild bootstrap for quantile regression
- The importance of the electoral rule: evidence from Italy
- Putting the boot into the swampland
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
- A Complete Framework for Model-Free Difference-in-Differences Estimation
- Asymptotic theory and wild bootstrap inference with clustered errors
- A score based approach to wild bootstrap inference
- Diagnostics for the bootstrap and fast double bootstrap
- Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
- BootstrapMUnit Root Tests
- A formal framework for hedonic elementary price indices
- skedastic
- A nonparametric doubly robust test for a continuous treatment effect
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
- Testing for the appropriate level of clustering in linear regression models
- A residual bootstrap for conditional value-at-risk
- A Modified Randomization Test for the Level of Clustering
- Wild bootstrap tests for unit root in ESTAR models
- The wild bootstrap for multilevel models
- Testing for purchasing power parity correcting for non-normality using the wild bootstrap
- Autoregressive wild bootstrap inference for nonparametric trends
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
- Wild bootstrap tests for autocorrelation in vector autoregressive models
- Bootstrap inference in systems of single equation error correction models
- A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development
- Inference for modulated stationary processes
- Nonparametric MANOVA in meaningful effects
- Implementing the wild bootstrap using a two-point distribution
- Bootstrapping the order selection test
- Tests for serial correlation in mean and variance of a sequence of time series objects
- A modified bootstrap for kernel-based specification test with heavy-tailed data
- Bootstrap test for a structural break under possible heteroscedasticity
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
- LM tests of spatial dependence based on bootstrap critical values
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers
- Inference on co-integration parameters in heteroskedastic vector autoregressions
- Inference for local distributions at high sampling frequencies: a bootstrap approach
- Comparing Pearson correlations: dealing with heteroscedasticity and nonnormality
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
- Exploring the impact of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
- A wild bootstrap approach for nonparametric repeated measurements
- Wild bootstrap logrank tests with broader power functions for testing superiority
- A new approach to bootstrap inference in functional coefficient models
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- MATS: inference for potentially singular and heteroscedastic MANOVA
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- Resurrecting weighted least squares
- Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
- Simple regression-based tests for spatial dependence
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- Higher order properties of the wild bootstrap under misspecification
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