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Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong; Sun, Yixiao - In: Econometric theory 32 (2016) 6, pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
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The bootstrap in threshold regression
Yu, Ping - In: Econometric theory 30 (2014) 3, pp. 676-714
Persistent link: https://www.econbiz.de/10010500881
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Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 6, pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126
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A parametric bootstrap for heavy-tailed distributions
Cornea-Madeira, Adriana; Davidson, Russell - In: Econometric theory 31 (2015) 3, pp. 449-470
Persistent link: https://www.econbiz.de/10011290912
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A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich - In: Econometric theory 35 (2019) 2, pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
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The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey; Liao, Yuan - In: Econometric theory 35 (2019) 3, pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
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Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo - In: Econometric theory 33 (2017) 3, pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - In: Econometric theory 33 (2017) 4, pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
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Testing for homogeneity in mixture models
Gu, Jiaying; Koenker, Roger; Volgushev, Stanislav - In: Econometric theory 34 (2018) 4, pp. 850-895
Persistent link: https://www.econbiz.de/10011951435