Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
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More about this item
KeywordsBartlett-type correction; bootstrap; Edgeworth expansion; heteroskedasticity; Lagrange multiplier test; score test; weighted bootstrap; JEL CLASSIFICATION:C12; C13; C15;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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