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Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua - In: Econometric theory 20 (2004) 3, pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10003272610
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Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Econometric theory 24 (2008) 6, pp. 1663-1697
Persistent link: https://www.econbiz.de/10003771891
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The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia - In: Econometric theory 27 (2011) 5, pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
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Block bootstrap hac robust tests : the sophistication of naive bootstrap
Gonçalves, Sílvia; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 4, pp. 745-791
Persistent link: https://www.econbiz.de/10009311754
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The bootstrap in threshold regression
Yu, Ping - In: Econometric theory 30 (2014) 3, pp. 676-714
Persistent link: https://www.econbiz.de/10010500881
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Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 6, pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126
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On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometric theory 18 (2002) 4, pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
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Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong; Sun, Yixiao - In: Econometric theory 32 (2016) 6, pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039