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The wild bootstrap, tamed at last

[journal article]

Davidson, Russell; Flachaire, Emmanuel

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Further Details
Classification Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods; Economics
Free Keywords Wild bootstrap; heteroskedasticity; bootstrap inference
Document language English
Publication Year 2008
Page/Pages p. 162-
Journal Journal of Econometrics, 146 (2008) 1
Status Postprint; peer reviewed
Licence PEER Licence Agreement (applicable only to documents from PEER project)