How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
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- Zhenlin Yang, 2018. "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, vol. 55(1), pages 35-68, August.
- Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023.
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Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
- repec:ebl:ecbull:v:3:y:2004:i:13:p:1-8 is not listed on IDEAS
- Emmanuel Flachaire, 2005.
"More Efficient Tests Robust to Heteroskedasticity of Unknown Form,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 219-241.
- Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Post-Print halshs-00175914, HAL.
- Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914, HAL.
- Emmanuel Flachaire, 2005.
"Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue,"
Annals of Economics and Statistics, GENES, issue 77, pages 187-199.
- Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Post-Print halshs-00175905, HAL.
- Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175905, HAL.
- Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
- Torben Klarl, 2014.
"Is Spatial Bootstrapping A Panacea For Valid Inference?,"
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- Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
- Flachaire, Emmanuel, 2005.
"Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap,"
Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 361-376, April.
- Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175910, HAL.
- Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Post-Print halshs-00175910, HAL.
- De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
- Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
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