Bootstrapping heteroskedastic regression models: Wild bootstrap vs. pairs bootstrap

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 361-376

  Flachaire, Emmanuel ^a  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

Heteroskedasticity robust test; Monte Carlo simulations; Pairs bootstrap; Wild bootstrap

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; PROBLEM SOLVING;

ASYMPTOTIC DISTRIBUTIONS; HETEROSKEDASTICITY ROBUST TESTS; PAIRS BOOTSTRAP; WILD BOOTSTRAP;

REGRESSION ANALYSIS;

EID: 17644388493     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.018     Document Type: Article

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