the various cases. Additionally consistency of a wild bootstrap version of the tests is established. In contrast to most …

the economic relationship. Critical values for these tests are estimated by means of the wild bootstrap that copes with …

the various cases. Additionally consistency of a wild bootstrap version of the tests is established. In contrast to most …

weekday dependence of return data. Allowing for heteroskedastic error distributions the wild bootstrap is used to infer …

weekday dependence of return data. Allowing for heteroskedastic error distributions the wild bootstrap is used to infer …

The wild bootstrap is studied in the context of regression models with heteroskedastic disturbances. We show that, in … probability of a bootstrap test is available much more generally. However, the version of the wild bootstrap with this desirable … property is without the skewness correction afforded by the currently most popular version of the wild bootstrap. Simulation …

neural network test of White (1989). The article examines an asymptotic test, a naive bootstrap test, and a wild bootstrap …

simple wild bootstrap procedure. A special case of the proposed testing framework is to test the presence of quantile …

-integration tests, as we demonstrate numerically. A solution to the identified inference problem is provided by considering wild … bootstrap-based implementations of the rank tests. These do not require the practitioner to specify a parametric model for …