How reliable are bootstrap-based heteroskedasticity robust tests?
Benedikt M. Pötscher, David Preinerstorfer
| Year of publication: |
2023
|
|---|---|
| Authors: | Pötscher, Benedikt M. ; Preinerstorfer, David |
| Subject: | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Bootstrap-Verfahren | Bootstrap approach | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466622000184 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342265