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bootstrap-t, the biased-corrected acceleration (BCa) bootstrap, and three new intervals based on transformation of the t …-statistic. Our study shows that our new transformation intervals and the bootstrap-t intervals give best coverage accuracy for a …
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Since the advent of heteroskedasticity-robust standard errors, several papers have proposed adjustments to the original White formulation. We replicate earlier findings that each of these adjusted estimators performs quite poorly in finite samples. We propose a class of alternative...
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-statistics combined with the bootstrap method are suggested in this article. Suggested techniques are combined with Hall's transformation …
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This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests … tailored to handle heteroskedasticity. Our results show that weighted bootstrap methods can be successfully used to estimate … test and of Bartlett and Edgeworth-corrected tests. The bootstrap test was found to be robust against unfavorable …
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, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values … conditions are not fully met, bootstrap may lead to unstable critical values that change significantly with the alternative …, whereas when all conditions are met, bootstrap critical values are very stable, approximate much better the finite sample …
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