Implementing the wild bootstrap using a two-point distribution
James Davidson, Andrea Monticini, David Peel
| Year of publication: |
2007
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|---|---|
| Authors: | Davidson, James E. H. ; Monticini, Andrea ; Peel, David |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 96.2007, 3, p. 309-315
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Heteroskedastizität | Heteroscedasticity | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003504614