A modified bootstrap for kernel-based specification test with heavy-tailed data
Ta-Cheng Huang, Hongjun Li, Zheng Li
| Year of publication: |
2020
|
|---|---|
| Authors: | Huang, Ta-Cheng ; Li, Hongjun ; Li, Zheng |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 189.2020, p. 1-4
|
| Subject: | Kernel-based test | Specification test | Wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.108986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012227966