A score based approach to wild bootstrap inference

P Kline, A Santos - Journal of Econometric Methods, 2012 - degruyter.com
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This" score bootstrap" procedure avoids recomputing …

[PDF][PDF] A SCORE BASED APPROACH TO WILD BOOTSTRAP INFERENCE

PM Kline, A Santos - 2010 - core.ac.uk
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This" score bootstrap" procedure avoids recomputing …

[PDF][PDF] A Score Based Approach to Wild Bootstrap Inference

P Kline, A Santos - 2011 - eml.berkeley.edu
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This “score bootstrap” procedure avoids recomputing …

A Score Based Approach to Wild Bootstrap Inference

PM Kline, A Santos - 2010 - policycommons.net
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This" score bootstrap" procedure avoids recomputing …

A Score Based Approach to Wild Bootstrap Inference

P Kline, A Santos - NBER Working Paper, 2010 - papers.ssrn.com
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This" score bootstrap" procedure avoids recomputing …

[PDF][PDF] A SCORE BASED APPROACH TO WILD BOOTSTRAP INFERENCE

PM Kline, A Santos - 2010 - academia.edu
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This" score bootstrap" procedure avoids recomputing …

[PDF][PDF] A Score Based Approach to Wild Bootstrap Inference

P Kline, A Santos - 2010 - scholar.archive.org
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This “score bootstrap” procedure avoids recomputing …

A Score Based Approach to Wild Bootstrap Inference

P Kline, A Santos - Journal of Econometric Methods, 2012 - degruyter.com
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This “score bootstrap” procedure avoids recomputing …

[引用][C] A Score Based Approach to Wild Bootstrap Inference

P Kline, A Santos - Journal of Econometric Methods, 2012 - cir.nii.ac.jp

[PDF][PDF] A Score Based Approach to Wild Bootstrap Inference

P Kline, A Santos - 2011 - econ.ucla.edu
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon
perturbing the scores of M-estimators. This “score bootstrap” procedure avoids recomputing …