Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
Year of publication: |
2005
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Authors: | Flachaire, Emmanuel |
Institutions: | HAL |
Subject: | wild bootstrap | pairs bootstrap | heteroskedasticity-robust test | Monte Carlo simulations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00175910 Published, Computational Statistics & Data Analysis / Computational Statistics and Data Analysis, 2005, 49, 2, 361-376 |
Source: |
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