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A heteroskedasticity-robust f-test statistic for individual effects
Orme, Chris D.; Yamagata, Takashi - In: Econometric reviews 33 (2014) 5/6, pp. 431-471
Persistent link: https://www.econbiz.de/10010360815
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A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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Bootstrapped White's test for heteroskedasticity in regression models
Jeong, Jinook; Lee, Kyoungwoo - In: Economics letters 63 (1999) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001398927
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Exact and bootstrap distribution of a Wald test for equality of each individual regression coefficient under heteroscedasticity
Ohtani, Kazuhiro - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10001488724
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Bootstrap methods for heteroskedastic regression models : evidence on estimation and testing
Cribari-Neto, Francisco; Zarkos, Spyros G. - In: Econometric reviews 18 (1999) 2, pp. 211-228
Persistent link: https://www.econbiz.de/10001371098
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The wild bootstrap, tamed at last
Davidson, Russell; Flachaire, Emmanuel - 2001
Persistent link: https://www.econbiz.de/10001554395
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Imposed linear structures in conventional sampling theory
Pokropp, Fritz - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 3, pp. 333-352
Persistent link: https://www.econbiz.de/10001760043
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On a test for a parametric form of volatility in continuous time financial models
Dette, Holger; Lieres und Wilkau, Carsten von - In: Finance and stochastics 7 (2003) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10001771740
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The wild bootstrap, tamed at last
Davidson, Russell (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001700710
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A robust bootstrap test under heteroskedasticity
Lamarche, Jean-François - In: Economics letters 79 (2003) 3, pp. 353-359
Persistent link: https://www.econbiz.de/10001755285