How reliable are bootstrap-based heteroskedasticity robust tests?
Year of publication: |
2023
|
---|---|
Authors: | Pötscher, Benedikt M. ; Preinerstorfer, David |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 4, p. 789-847
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Robustes Verfahren | Robust statistics |
-
Explaining bootstraps and robustness
Lancaster, Tony, (2007)
-
Explaining Bootstraps and Robustness
Lancaster, Tony, (2008)
-
Block bootstrap hac robust tests : the sophistication of naive bootstrap
Gonçalves, Sílvia, (2011)
- More ...
-
On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David, (2017)
-
Controlling the size of autocorrelation robust tests
Pötscher, Benedikt M., (2018)
-
On size and power of heteroskedasticity and autocorrelation robust tests
Preinerstorfer, David, (2016)
- More ...