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Bootstrap methods for heteroskedastic regression models : evidence on estimation and testing
Cribari-Neto, Francisco; Zarkos, Spyros G. - In: Econometric reviews 18 (1999) 2, pp. 211-228
Persistent link: https://www.econbiz.de/10001371098
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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Fast double bootstrap tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 21 (2002) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001718222
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More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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Standard errors for nonparametric regression
Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A. - In: Econometric reviews 40 (2021) 5, pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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Testing independence between exogenous variables and unobserved errors
Li, Shuo; Peng, Liuhua; Tu, Yundong - In: Econometric reviews 41 (2022) 7, pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu; Guo, Zi-Yi - In: Econometric reviews 37 (2018) 1/5, pp. 360-379
Persistent link: https://www.econbiz.de/10012039266