The wild bootstrap, tamed at last
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Publication:90678
DOI10.1016/J.JECONOM.2008.08.003zbMATH Open1418.62183OpenAlexW2109415218MaRDI QIDQ90678FDOQ90678
Authors: Russell Davidson, Emmanuel Flachaire 
Publication date: September 2008
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/6560/
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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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- Tests for regression models with heteroskedasticity of unknown form
- Heteroskedastic time series with a unit root
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity
- Wild bootstrap estimation in partially linear models with heteroscedasticity
- Regional residual plots for assessing the fit of linear regression models
- 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
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- A multilevel model with autoregressive components for the analysis of tribal art prices
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- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
- Testing for co-integration in vector autoregressions with non-stationary volatility
- A local Gaussian bootstrap method for realized volatility and realized beta
- Statistical inference in the presence of heavy tails
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- Testing for a change in persistence in the presence of non-stationary volatility
- Cluster-robust inference: a guide to empirical practice
- 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
- Diagnostics for the bootstrap and fast double bootstrap
- A score based approach to wild bootstrap inference
- BootstrapMUnit Root Tests
- A formal framework for hedonic elementary price indices
- Testing for the appropriate level of clustering in linear regression models
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
- 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
- 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
- skedastic
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- On bootstrap consistency of MAVE for single index models
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
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- A heteroskedasticity-robust \(F\)-test statistic for individual effects
- Bootstrap confidence sets with weak instruments
- A Complete Framework for Model-Free Difference-in-Differences Estimation
- Asymptotic theory and wild bootstrap inference with clustered errors
- Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
- A nonparametric doubly robust test for a continuous treatment effect
- A residual bootstrap for conditional value-at-risk
- A Modified Randomization Test for the Level of Clustering
- Autoregressive wild bootstrap inference for nonparametric trends
- Bootstrapping the order selection test
- Tests for serial correlation in mean and variance of a sequence of time series objects
- Bootstrap test for a structural break under possible heteroscedasticity
- A modified bootstrap for kernel-based specification test with heavy-tailed data
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- Wild bootstrap logrank tests with broader power functions for testing superiority
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- Linear bootstrap methods for vector autoregressive moving-average models
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