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Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia

Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613

Persistent link: https://www.econbiz.de/10009544871

LM tests of spatial dependence based on bootstrap critical values

Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 33-59

Persistent link: https://www.econbiz.de/10011339908

On bootstrap validity for specification tests with weak instruments

Doko Tchatoka, Firmin - In: The econometrics journal 18 (2015) 1, pp. 137-146

Persistent link: https://www.econbiz.de/10011345987

Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators

Lee, Seojeong - In: Journal of econometrics 178 (2014) 1, pp. 389-413

Persistent link: https://www.econbiz.de/10010256211

Improved Lagrange multiplier tests in spatial autoregressions

Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164

Persistent link: https://www.econbiz.de/10010498750

Higher-order improvements of the sieve bootstrap for fractionally integrated processes

Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - In: Journal of econometrics 188 (2015) 1, pp. 94-110

Persistent link: https://www.econbiz.de/10011500263

Asymptotic theory and wild bootstrap inference with clustered errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019

Persistent link: https://www.econbiz.de/10012063541

Asymptotic theory and wild bootstrap inference with clustered errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - In: Journal of econometrics 212 (2019) 2, pp. 393-412

Persistent link: https://www.econbiz.de/10012304028

On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity

Wang, Wenjie; Doko Tchatoka, Firmin - In: Journal of econometrics 207 (2018) 1, pp. 188-211

Persistent link: https://www.econbiz.de/10012116230

Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2018

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors, focusing on the wild cluster bootstrap and the ordinary wild bootstrap. We state conditions under which both asymptotic and bootstrap tests and confidence intervals will be...

Persistent link: https://www.econbiz.de/10011804820