Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "heteroskedasticity consistent covariance matrix estimator"

DARP Paper
The Wild Bootstrap, Tamed at Last Russell Davidson and Emmanuel Flachaire
February 2001
Paper No' DARP 058:
Read Abstract | Full Paper (pdf)

Tags: wild bootstrap; heteroskedasticity consistent covariance matrix estimator; size distortion.