Implementing the wild bootstrap using a two-point distribution

Economics Letters

Volumn 96, Issue 3, 2007, Pages 309-315

  Davidson, James ^a   Monticini, Andrea ^a   Peel, David ^b  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Heteroscedasticity; Skewness; Two point distribution; Wild bootstrap

Indexed keywords

EID: 34347387722     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.01.020     Document Type: Article

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