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Citations for "A better way to bootstrap pairs"

by Emmanuel Flachaire

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  1. Flachaire, Emmanuel, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 49(2), pages 361-376, April.
  2. repec:hal:journl:halshs-00175914 is not listed on IDEAS
  3. Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Working Papers, Economic Growth Center, Yale University 927, Economic Growth Center, Yale University.
  4. Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M., Universite Aix-Marseille III 99a32, Universite Aix-Marseille III.
  5. Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers, School of Economics and Finance, Queensland University of Technology 2006-02, School of Economics and Finance, Queensland University of Technology.
  6. Emmanuel Flachaire, 2000. "Les méthodes du bootstrap dans les modèles de régression," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 142(1), pages 183-194.
  7. 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.
  8. 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.
  9. Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006. "Bootstrapping pairs in Distance-Based Regression," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia 154, Universitat de Barcelona. Espai de Recerca en Economia.
  10. Lamarche, Jean-Francois, 2003. "A robust bootstrap test under heteroskedasticity," Economics Letters, Elsevier, Elsevier, vol. 79(3), pages 353-359, June.
  11. Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914, HAL.
  12. Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series, Universitaet Augsburg, Institute for Economics 322, Universitaet Augsburg, Institute for Economics.
  13. 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.
  14. repec:hal:journl:halshs-00175910 is not listed on IDEAS
  15. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series, National Centre for Econometric Research 7, National Centre for Econometric Research.