Higher order properties of the wild bootstrap under misspecification

Journal of Econometrics

Volumn 171, Issue 1, 2012, Pages 54-70

  Kline, Patrick ^a   Santos, Andres ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Edgeworth expansion; Misspecification; Wild bootstrap

Indexed keywords

EDGEWORTH EXPANSION; LINEAR REGRESSION MODELS; MISSPECIFICATION; MONTE CARLO STUDY; NON-PARAMETRIC; NORMAL APPROXIMATION; WILD BOOTSTRAP;

LINEAR REGRESSION; STATISTICAL TESTS;

NORMAL DISTRIBUTION;

EID: 84865785510     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.06.001     Document Type: Article

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