Pages that link to "Item:Q1867716"
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The following pages link to How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716):
Displaying 9 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
