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The wild bootstrap, tamed at last
[journal article]
Davidson, Russell; Flachaire, Emmanuel
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Please use the following Persistent Identifier (PID) to cite this document:http://nbn-resolving.de/urn:nbn:de:0168-ssoar-163983
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 |
| DOI | http://dx.doi.org/10.1016/j.jeconom.2008.08.003 |
| Status | Postprint; reviewed |
| Licence | PEER Licence Agreement (applicable only to documents from PEER project) |
| Document Type | journal article |
