Higher Order Properties of the Wild Bootstrap Under Misspecification
收藏NBER2011-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16793
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资源简介：
We examine the higher order properties of the wild bootstrap (Wu, 1986) in a linear regression model with stochastic regressors. We find that the ability of the wild bootstrap to provide a higher order refinement is contingent upon whether the errors are mean independent of the regressors or merely
提供机构：
美国国家经济研究局
创建时间：
2011-02-01
