Bootstrap methods for heteroskedastic regression models: Evidence on estimation and testing

Econometric Reviews

Volumn 18, Issue 2, 1999, Pages 211-228

  Cribari Neto, Francisco ^a,b   Zarkos, Spyros G ^c,d  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

^b FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^c Found of Economic and Indust Res   (Greece)

^d UNIVERSITY OF ATHENS   (Greece)

Author keywords

Bartlett type correction; Bootstrap; Edgeworth expansion; Heteroskedasticity; Lagrange multiplier test; Score test; Weighted bootstrap

Indexed keywords

EID: 0000179181     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939908800440     Document Type: Article

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