A Score Based Approach to Wild Bootstrap Inference
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Other versions of this item:
- Patrick M. Kline & Andres Santos, 2010. "A Score Based Approach to Wild Bootstrap Inference," NBER Working Papers 16127, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Chesher, Andrew, 1995. "A Mirror Image Invariance for M-Estimators," Econometrica, Econometric Society, vol. 63(1), pages 207-211, January.
- White,Halbert, 1996.
"Estimation, Inference and Specification Analysis,"
Cambridge Books,
Cambridge University Press, number 9780521574464, December.
- White,Halbert, 1994. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521252805, December.
- Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(1), pages 43-71, February.
- Hiroaki Kaido & Andres Santos, 2014. "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities," Econometrica, Econometric Society, vol. 82(1), pages 387-413, January.
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JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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