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Persistent link: https://www.econbiz.de/10012654667

More reliable inference for the dissimilarity index of segregation

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Moran's I test of spatial panel data model : based on bootstrap method

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Price signatures

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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

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Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity....

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Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity

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LM tests of spatial dependence based on bootstrap critical values

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