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~person:"Dufour, Jean-Marie"
~person:"MacKinnon, James G."
~subject:"Regressionsanalyse"
~type_genre:"Arbeitspapier"
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Regressionsanalyse
Bootstrap approach
43
Bootstrap-Verfahren
43
Cluster analysis
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20
wild cluster bootstrap
20
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cluster-robust variance estimator
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robust inference
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Dufour, Jean-Marie
MacKinnon, James G.
Fernández-Val, Iván
6
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Scaillet, Olivier
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Wan, Yuanyuan
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When and how to deal with clustered errors in regression models
MacKinnon, James G.
;
Webb, Matthew
-
2019
combined with various methods of obtaining critical values, several
bootstrap
procedures, and randomization inference. Special …
Persistent link: https://www.econbiz.de/10012183510
Saved in:
2
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
3
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
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