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Bootstrap approach
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ECONIS (ZBW)
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1
Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals
He, Yang
;
Bartalotti, Otávio
- In:
The econometrics journal
23
(
2020
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10012236235
Saved in:
2
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
3
A simple, graphical approach to comparing multiple treatments : editor's choice
Thompson, Brennan S.
;
Webb, Matthew
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 188-205
Persistent link: https://www.econbiz.de/10012166727
Saved in:
4
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.
;
Hu, Luojia
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
Saved in:
5
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
Saved in:
6
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
Saved in:
7
Central limit theorems for conditional efficiency measures and tests of the "separability" condition in non‐parametric, two‐stage models of production
Daraio, Cinzia
;
Simar, Léopold
;
Wilson, Paul W.
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 170-191
Persistent link: https://www.econbiz.de/10012166608
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
9
Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
10
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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