BIBFRAME Work

Title

Higher order properties of the wild bootstrap under misspecification

Type

  • Text
  • Monograph

Contribution

Language

Classification

LCC: HB1 (Assigner: dlc) (Status: used by assigner)

Content

Supplementary content

Summary

"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 uncorrelated. In the latter case, the wild bootstrap may fail to match some of the terms in an Edgeworth expansion of the full sample test statistic, potentially leading to only a partial refinement (Liu and Singh, 1987). To assess the practical implications of this result, we conduct a Monte Carlo study contrasting the performance of the wild bootstrap with the traditional nonparametric bootstrap"--National Bureau of Economic Research web site.

Authorized Access Point

Kline, Patrick M. Higher order properties of the wild bootstrap under misspecification

Admin Metadata

  • Date: 2026-09-11T20:23:08.188556+00:00
  • Agent: cbc
  • Status: c
  • Derived from: 16782966

Admin Metadata

  • Date: 2026-09-11
  • Cataloger id: Unknown
  • Description level: http://id.loc.gov/ontologies/bibframe-2-6-0/
  • Description language: eng
  • Description authentication: pcc

Alternative Formats

Blue Core Actions

  • Load to Marva Marva loads Instances, not Works. Open one of this Work's Instances and load that into Marva instead.
  • Load to Sinopia
  • Export to Catalog Only Instances can be exported. Open one of this Work's Instances and export that instead.