Cribari-Neto, F.; Zarkos, S. G. - In: Econometric Reviews 18 (1999) 2, pp. 211-228
This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests in the linear heteroskedastic model. We consider four different bootstrapping schemes, three of them specifically tailored to handle heteroskedasticity. Our results show that...