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Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap Author info | Abstract | Publisher info | Download info | Related research | Statistics Flachaire, Emmanuel
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Article provided by Elsevier in its journal Computational Statistics & Data Analysis .
Volume (Year): 49 (2005)
Issue (Month): 2 (April)
Pages: 361-376
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Handle: RePEc:eee:csdana:v:49:y:2005:i:2:p:361-376Contact details of provider: Web page: http://www.elsevier.com/locate/csda
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Davidson, Russell & MacKinnon, James G, 1998.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests ,"
The Manchester School of Economic & Social Studies ,
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Other versions: David Brownstone & Robert Valletta, 2001.
"The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 129-141, Fall.
[Downloadable!] (restricted)
Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs ,"
Economics Letters ,
Elsevier, vol. 64(3), pages 257-262, September.
[Downloadable!] (restricted)
Other versions: Russell Davidson & James G. MacKinnon, 1985.
"Heteroskedasticity-Robust Tests in Regression Directions ,"
Working Papers
616, Queen's University, Department of Economics.
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MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties ,"
Journal of Econometrics ,
Elsevier, vol. 29(3), pages 305-325, September.
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Other versions: Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests ,"
Econometric Theory ,
Cambridge University Press, vol. 15(03), pages 361-376, June.
[Downloadable!]
Other versions: James G. MacKinnon, 2002.
"Bootstrap inference in econometrics ,"
Canadian Journal of Economics ,
Canadian Economics Association, vol. 35(4), pages 615-645, November.
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White, Halbert, 1980.
"A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity ,"
Econometrica ,
Econometric Society, vol. 48(4), pages 817-38, May.
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Chesher, Andrew & Jewitt, Ian, 1987.
"The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator ,"
Econometrica ,
Econometric Society, vol. 55(5), pages 1217-22, September.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
David Peel & Ivan Paya & E Pavlidis, 2009.
"Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form ,"
Working Papers
005913, Lancaster University Management School, Economics Department.
[Downloadable!]
Olivier Armantier, 2006.
"Estimates of Own Lethal Risks and Anchoring Effects ,"
CIRANO Working Papers
2006s-14, CIRANO.
[Downloadable!]
Other versions:
Olivier Armantier, 2003.
"Estimates Of Own Lethal Risks And Anchoring Effects ,"
Department of Economics Working Papers
03-04, Stony Brook University, Department of Economics.
[Downloadable!] Olivier Armantier, 2006.
"Estimates of Own Lethal Risks and Anchoring Effects ,"
Journal of Risk and Uncertainty ,
Springer, vol. 32(1), pages 37-56, January.
[Downloadable!] (restricted) Giorgio Topa & Stephen Ross & Patrick Bayer, 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working Papers
05-23, Center for Economic Studies, U.S. Census Bureau.
[Downloadable!]
Other versions:
Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2004.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working papers
2004-07, University of Connecticut, Department of Economics, revised Oct 2005.
[Downloadable!] Patrick Bayer & Stephen Ross & Giorgio Topa, 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
NBER Working Papers
11019, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Patrick Bayer & Stephen L. Ross, 2004.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Econometric Society 2004 North American Summer Meetings
495, Econometric Society.
[Downloadable!] Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working Papers
927, Economic Growth Center, Yale University.
[Downloadable!] Bayer, Patrick & Ross, Stephen L., 2005.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Working Papers
8, Yale University, Department of Economics.
[Downloadable!] Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2008.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes ,"
Journal of Political Economy ,
University of Chicago Press, vol. 116(6), pages 1150-1196, December.
[Downloadable!] (restricted) Emmanuel Flachaire, 2005.
"More efficient tests robust to heteroskedasticity of unknown form ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175914_v1, HAL.
[Downloadable!]
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