wild bootstrap and the pairs bootstrap. The finite sample performance of a heteroskedastic-robust test is investigated with … Monte Carlo experiments. The simulation results suggest that one specific version of the wild bootstrap outperforms the … other versions of the wild bootstrap and of the pairs bootstrap. It is the only one for which the bootstrap test gives …

model-based, and a wild bootstrap approach for estimating confidence intervals for hedonic price indices. Empirical results …

Abstract We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon perturbing the scores … that of the conventional wild bootstrap up to order Op(n-1). We establish the consistency of the procedure for Wald and …

We examine the higher order properties of the wild bootstrap (Wu, 1986) in a linear regression model with stochastic … regressors. We find that the ability of the wild bootstrap to provide a higher order refinement is contingent upon whether the … errors are mean independent of the regressors or merely uncorrelated with them. In the latter case, the wild bootstrap may …

Thailand). This paper adopts a new joint variance ratio test which is a finite sample test based on the wild bootstrap method …

bootstrap. Simulation results indicate that both approaches are effective in reducing the size distortion and that the wild … relation to this particular problem. These are the heteroskedasticity-robust-auxiliary-regression approach and the wild … bootstrap offers better performance in smaller samples. Two practical examples are then used to illustrate the procedures and …

bias-corrected wild bootstrap for statistical inference. Our results show that (1) there exists a long run equilibrium …