Higher Order Properties of the Wild Bootstrap Under Misspecification
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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
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美国国家经济研究局创建时间：
2011-02-01
