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Citations for "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap"

by Emmanuel Flachaire

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  1. Bayer, Patrick & Ross, Stephen L., 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Working Papers, Yale University, Department of Economics 8, Yale University, Department of Economics.
  2. Olivier Armantier, 2003. "Estimates Of Own Lethal Risks And Anchoring Effects," Department of Economics Working Papers, Stony Brook University, Department of Economics 03-04, Stony Brook University, Department of Economics.
  3. Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-00175914, HAL.
  4. Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, Department of Economics, University of Bristol, UK.
  5. Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel Pownall, 2014. "Anchoring or Loss Aversion? Empirical Evidence from Art Auctions," Working Papers, Brandeis University, Department of Economics and International Businesss School 73, Brandeis University, Department of Economics and International Businesss School.
  6. Marshall, Andrew & Tang, Leilei, 2011. "Assessing the impact of heteroskedasticity for evaluating hedge fund performance," International Review of Financial Analysis, Elsevier, Elsevier, vol. 20(1), pages 12-19, January.
  7. Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 14(3), pages 1-40, May.
  8. Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 50(10), pages 2715-2733, June.
  9. Jinook Jeong & Byunguk Kang, 2012. "Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 39(7), pages 1531-1542, January.
  10. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers, Department of Economics, University of York 12/08, Department of Economics, University of York.
  11. Francisco Cribari-Neto & Maria Lima, 2010. "Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 62(6), pages 1053-1082, December.
  12. Deschepper, E. & Thas, O. & Ottoy, J.P., 2006. "Regional residual plots for assessing the fit of linear regression models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 50(8), pages 1995-2013, April.
  13. Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006. "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 11/06, Monash University, Department of Econometrics and Business Statistics.
  14. Peter S. Schmidt & Therese Werner, 2012. "Channeling the final Say in Politics," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich 12/165, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  15. Stephen L. Ross & Margery Austin Turner & Erin Godfrey & Robin R. Smith, 2005. "Mortgage Lending in Chicago and Los Angeles: A Paired Testing Study of the Pre-Application Process," Working papers, University of Connecticut, Department of Economics 2005-03, University of Connecticut, Department of Economics.
  16. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 49(2), pages 377-395, April.
  17. Corbo, Vesna & Osbat, Chiara, 2012. "Optimism bias? The elasticity puzzle in international economics revisited," Working Paper Series, European Central Bank 1482, European Central Bank.
  18. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers, Queen's University, Department of Economics 1268, Queen's University, Department of Economics.