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Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
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- Ferreira, Simão & Campos, Carlos & Marinho, Beatriz & Rocha, Susana & Fonseca-Pedrero, Eduardo & Barbosa Rocha, Nuno, 2022. "What drives beliefs in COVID-19 conspiracy theories? The role of psychotic-like experiences and confinement-related factors," Social Science & Medicine, Elsevier, vol. 292(C).
- Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2008.
"Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes,"
Journal of Political Economy, University of Chicago Press, vol. 116(6), pages 1150-1196, December.
- Patrick Bayer & Stephen L. Ross, 2004. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Econometric Society 2004 North American Summer Meetings 495, Econometric Society.
- Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Working Papers 927, Economic Growth Center, Yale University.
- Giorgio Topa & Stephen Ross & Patrick Bayer, 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Working Papers 05-23, Center for Economic Studies, U.S. Census Bureau.
- Patrick Bayer & Stephen Ross & Giorgio Topa, 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," NBER Working Papers 11019, National Bureau of Economic Research, Inc.
- Bayer, Patrick & Ross, Stephen L. & Topa, Giorgio, 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Center Discussion Papers 28433, Yale University, Economic Growth Center.
- Patrick Bayer & Stephen L. Ross & Giorgio Topa, 2004. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Working papers 2004-07, University of Connecticut, Department of Economics, revised Oct 2005.
- Bayer, Patrick & Ross, Stephen L., 2005. "Place of Work and Place of Residence: Informal Hiring Networks and Labor Market Outcomes," Working Papers 8, Yale University, Department of Economics.
- Ventura Charlin & Arturo Cifuentes, 2017. "On the correlation between stocks and art market returns," Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 128-131, January.
- James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
- Olivier Armantier, 2006.
"Estimates of Own Lethal Risks and Anchoring Effects,"
Journal of Risk and Uncertainty, Springer, vol. 32(1), pages 37-56, January.
- Olivier Armantier, 2003. "Estimates Of Own Lethal Risks And Anchoring Effects," Department of Economics Working Papers 03-04, Stony Brook University, Department of Economics.
- Olivier Armantier, 2006. "Estimates of Own Lethal Risks and Anchoring Effects," CIRANO Working Papers 2006s-14, CIRANO.
- 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.
- Romano, Joseph P. & Wolf, Michael, 2017.
"Resurrecting weighted least squares,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
- Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
- Yue Zhang & Ben Boukai, 2022. "Recycled two-stage estimation in nonlinear mixed effects regression models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 551-585, September.
- 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;The Institute of Statistical Mathematics, vol. 62(6), pages 1053-1082, December.
- Rojas-Perilla, Natalia & Pannier, Sören & Schmid, Timo & Tzavidis, Nikos, 2017. "Data-driven transformations in small area estimation," Discussion Papers 2017/30, Free University Berlin, School of Business & Economics.
- Riccardo Ferretti & Andrea Cipollini & Francesco Pattarin, 2016. "Can an unglamorous non-event affect prices? The role of newspapers," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1142847-114, December.
- repec:lan:wpaper:2454 is not listed on IDEAS
- repec:lan:wpaper:2375 is not listed on IDEAS
- 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, vol. 14(3), pages 1-40, May.
- E Pavlidis & I Paya & D Peel, 2009. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers 599040, Lancaster University Management School, Economics Department.
- Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, School of Economics, University of Bristol, UK.
- Eva Boj & Teresa Costa & Josep Fortiana & Anna Esteve, 2015. "Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models," Methodology and Computing in Applied Probability, Springer, vol. 17(4), pages 951-962, December.
- Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel A. J. Pownall, 2023.
"Empirical evidence of anchoring and loss aversion from art auctions,"
Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(2), pages 279-301, June.
- Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel Pownall, 2014. "Empirical Evidence of Anchoring and Loss Aversion from Art Auctions," Working Papers 73, Brandeis University, Department of Economics and International Business School, revised Apr 2015.
- Yang He & Otávio Bartalotti, 2020.
"Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals,"
The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 211-231.
- He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
- He, Yang & Bartalotti, Otávio, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 202005010700001071, Iowa State University, Department of Economics.
- He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
- Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel A J Pownall, 2014.
"Anchoring or Loss Aversion? Empirical Evidence from Art Auctions,"
ACEI Working Paper Series
AWP-04-2014, Association for Cultural Economics International, revised Jun 2014.
- Graddy, Kathryn & Pownall, Rachel A J & Loewenstein, Lara & Mei, Jianping & Moses, Mike, 2014. "Anchoring or Loss Aversion? Empirical Evidence from Art Auctions," CEPR Discussion Papers 10048, C.E.P.R. Discussion Papers.
- repec:lan:wpaper:2373 is not listed on IDEAS
- Carolina Laureti & Ariane Szafarz, 2016.
"The price of deposit liquidity: banks versus microfinance institutions,"
Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1244-1249, November.
- Carolina Laureti & Ariane Szafarz, 2016. "The Price of Deposit Liquidity: Banks versus Microfinance Institutions," ULB Institutional Repository 2013/239872, ULB -- Universite Libre de Bruxelles.
- Carolina Laureti & Ariane Szafarz, 2016. "The Price of Deposit Liquidity: Banks versus Microfinance Institutions," Working Papers CEB 16-013, ULB -- Universite Libre de Bruxelles.
- Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017. "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 547-565, December.
- Martin A. Lindquist, 2012. "Functional Causal Mediation Analysis With an Application to Brain Connectivity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1297-1309, December.
- Torben Klarl, 2014.
"Is Spatial Bootstrapping A Panacea For Valid Inference?,"
Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 304-312, March.
- Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
- Milena Trifunovic-Koenig & Stefan Bushuven & Bianka Gerber & Baerbel Otto & Markus Dettenkofer & Florian Salm & Martin R. Fischer, 2022. "Correlation between Overconfidence and Learning Motivation in Postgraduate Infection Prevention and Control Training," IJERPH, MDPI, vol. 19(9), pages 1-20, May.
- Nicolas DEBARSY & Cem ERTUR, 2016.
"Interaction matrix selection in spatial econometrics with an application to growth theory,"
LEO Working Papers / DR LEO
2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cem Ertur, 2019. "Interaction matrix selection in spatial econometrics with an application to growth theory," Post-Print halshs-01278545, HAL.
- Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
- Ross, Stephen L. & Turner, Margery Austin & Godfrey, Erin & Smith, Robin R., 2008.
"Mortgage lending in Chicago and Los Angeles: A paired testing study of the pre-application process,"
Journal of Urban Economics, Elsevier, vol. 63(3), pages 902-919, May.
- 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 2005-03, University of Connecticut, Department of Economics.
- Kim, Jae H. & Shamsuddin, Abul, 2020. "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, vol. 35(C).
- Jinook Jeong & Byunguk Kang, 2012.
"Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(7), pages 1531-1542, January.
- Jeong, Jinook & Kang, Byunguk, 2006. "Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity," MPRA Paper 9791, University Library of Munich, Germany, revised May 2008.
- Fallesen, Peter & Geerdsen, Lars Pico & Imai, Susumu & Tranæs, Torben, 2018. "The effect of active labor market policies on crime: Incapacitation and program effects," Labour Economics, Elsevier, vol. 52(C), pages 263-286.
- Elias Christopher J., 2015. "Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 153-161, January.
- Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007.
"Half-life estimation based on the bias-corrected bootstrap: A highest density region approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April.
- 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 11/06, Monash University, Department of Econometrics and Business Statistics.
- Kreutzmann, Ann-Kristin & Pannier, Sören & Rojas-Perilla, Natalia & Schmid, Timo & Templ, Matthias & Tzavidis, Nikos, 2017. "The R package emdi for estimating and mapping regionally disaggregated indicators," Discussion Papers 2017/15, Free University Berlin, School of Business & Economics.
- Phong Minh Nguyen & Darren Henry & Jae H. Kim & Sisira Colombage, 2024. "Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach," JRFM, MDPI, vol. 17(7), pages 1-26, July.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2013.
"The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 241-270, September.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 150, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 151, Center for Policy Research, Maxwell School, Syracuse University.
- Sara DeLoughy, 2012. "Risk versus Demographics in Subprime Mortgage Lending: Evidence from Three Connecticut Cities," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 569-587, October.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023.
"How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?,"
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.
- Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
- Matthew D. Webb, 2023.
"Reworking wild bootstrap‐based inference for clustered errors,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 839-858, August.
- Matthew D. Webb, 2014. "Reworking Wild Bootstrap Based Inference For Clustered Errors," Working Paper 1315, Economics Department, Queen's University.
- Bravo, Francesco & Crudu, Federico, 2012.
"Efficient bootstrap with weakly dependent processes,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
- Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
- Marshall, Andrew & Tang, Leilei, 2011. "Assessing the impact of heteroskedasticity for evaluating hedge fund performance," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 12-19, January.
- Eric Blankmeyer, 2013. "Exploring Theil's best linear indexes," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 462-465, March.
- Manolopoulos Dimitris & Salavou Helen & Papadopoulos Andrew & Xenakis Michail, 2024. "Strategic Decision-Making and Performance in Social Enterprises: Process Dimensions and the Influence of Entrepreneurs’ Proactive Personality," Entrepreneurship Research Journal, De Gruyter, vol. 14(2), pages 631-675, April.
- Bryan D. MacGregor & Rainer Schulz & Yuan Zhao, 2021. "Performance and Market Maturity in Mutual Funds: Is Real Estate Different?," The Journal of Real Estate Finance and Economics, Springer, vol. 63(3), pages 437-492, October.
- 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, vol. 49(2), pages 377-395, April.
- DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019. "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, vol. 10(C), pages 96-119.
- Inês Lapa & Simão Ferreira & Catarina Mateus & Nuno Rocha & Matilde A. Rodrigues, 2023. "Real-Time Blink Detection as an Indicator of Computer Vision Syndrome in Real-Life Settings: An Exploratory Study," IJERPH, MDPI, vol. 20(5), pages 1-11, March.
- Friedrich, Sarah & Konietschke, Frank & Pauly, Markus, 2017. "A wild bootstrap approach for nonparametric repeated measurements," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 38-52.
- Deschepper, E. & Thas, O. & Ottoy, J.P., 2006. "Regional residual plots for assessing the fit of linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 1995-2013, April.
- repec:lan:wpaper:2596 is not listed on IDEAS
- Lee, Taewook, 2016. "Wild bootstrap Ljung–Box test for cross correlations of multivariate time series," Economics Letters, Elsevier, vol. 147(C), pages 59-62.
- Adel Necib & Jarboui Anis, 2023. "The Effect of Corporate Governance Mechanisms on Integrated Reporting (IR) Quality: The Case of FTSE100 Companies," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 13(2), pages 105-131.
- Hollander, Hilke & Prokop, Jörg, 2015. "Stock price effects of asset securitization: The case of liquidity facility providers," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 147-160.
- Eric S. Lin & Ta-Sheng Chou, 2018. "Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 1-28, January.
- Rasmus Landersø, 2015. "Does Incarceration Length Affect Labor Market Outcomes?," Journal of Law and Economics, University of Chicago Press, vol. 58(1), pages 205-234.
- Yamile Díaz Torres & Paride Gullo & Hernán Hernández Herrera & Migdalia Torres del Toro & Mario A. Álvarez Guerra & Jorge Iván Silva Ortega & Arne Speerforck, 2022. "Statistical Analysis of Design Variables in a Chiller Plant and Their Influence on Energy Consumption and Life Cycle Cost," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
- Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
- Osbat, Chiara & Corbo, Vesna, 2012. "Optimism bias? The elasticity puzzle in international economics revisited," Working Paper Series 1482, European Central Bank.
- Peter S. Schmidt & Therese Werner, 2012. "Channeling the final Say in Politics," CER-ETH Economics working paper series 12/165, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Eric Blankmeyer, 2018. "Measurement Errors as Bad Leverage Points," Papers 1807.02814, arXiv.org, revised Mar 2020.
- Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
- Pavlidis Efthymios G. & Paya Ivan & Peel David A., 2013. "Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 297-312, May.
- Oc, Burak & Daniels, Michael A. & Diefendorff, James M. & Bashshur, Michael R. & Greguras, Gary J., 2020. "Humility breeds authenticity: How authentic leader humility shapes follower vulnerability and felt authenticity," Organizational Behavior and Human Decision Processes, Elsevier, vol. 158(C), pages 112-125.
- Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.