Search Results

The wild bootstrap with a "small" number of "large" clusters,
Ivan Canay, Andres Santos and Azeem Shaikh, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
Keywords: Wild bootstrap, Clustered Data, Randomization Tests

A wild bootstrap algorithm for propensity score matching estimators,
Martin Huber, Lorenzo Camponovo, Hugo Bodory and Michael Lechner, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2016)
Keywords: Inference; Propensity Score Matching Estimators; Wild Bootstrap

The Wild Bootstrap For Few (treated) Clusters,
James MacKinnon and Matthew Webb, from Economics Department, Queen's University (2017)
Keywords: robust inference, CRVE, grouped data, clustered data, wild bootstrap, wild cluster bootstrap, subclustering, treatment model, difference in differences

Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap,
Emmanuel Flachaire, from HAL (2005)
Keywords: wild bootstrap,pairs bootstrap,heteroskedasticity-robust test,Monte Carlo simulations

Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap,
Emmanuel Flachaire, from HAL (2005)
Keywords: wild bootstrap,pairs bootstrap,heteroskedasticity-robust test,Monte Carlo simulations

A wild bootstrap approach for nonparametric repeated measurements,
Sarah Friedrich, Frank Konietschke and Markus Pauly, in Computational Statistics & Data Analysis (2017)
Keywords: Longitudinal data; Quadratic forms; Rank-based methods; Repeated measures; Wild bootstrap; Wild cluster bootstrap;

Validity Of Wild Bootstrap Inference With Clustered Errors,
Antoine Djogbenou, James MacKinnon and Morten Nielsen, from Economics Department, Queen's University (2017)
Keywords: clustered data, cluster-robust variance estimator, CRVE, inference, wild bootstrap, wild cluster bootstrap

Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors,
Antoine Djogbenou, James MacKinnon and Morten Nielsen, from Economics Department, Queen's University (2018)
Keywords: wild cluster bootstrap, clustered data, cluster-robust variance estimator, CRVE, Edgeworth expansion, inference, wild bootstrap

Reworking Wild Bootstrap Based Inference For Clustered Errors,
Matthew Webb, from Economics Department, Queen's University (2014)
Keywords: CRVE, grouped data, clustered data, panel data, wild bootstrap, wild cluster bootstrap, difference in differences, placebo laws

Wild bootstrap tests for IV regression,
Russell Davidson and James MacKinnon, from HAL (2009)
Keywords: Instrumental variables estimation,two-stage least squares,weak instruments,wild bootstrap,pairs bootstrap,residual bootstrap,confidence intervals,Anderson-Rubin test

Testing for central bank independence and inflation using the wild bootstrap,
Andrea Monticini and David Peel, in Economics Bulletin (2009)
Keywords: Inflation Central bank independence Wild bootstrap

Wild bootstrap estimation in partially linear models with heteroscedasticity,
Jinhong You and Gemai Chen, in Statistics & Probability Letters (2006)
Keywords: Wild bootstrap Partially linear regression models Limit distribution Consistency Robustness

Wild bootstrap test of overidentification with many instruments and heteroskedasticity,
Wenjie Wang, from University Library of Munich, Germany (2022)
Keywords: wild bootstrap; overidentification test; many instruments; weak instruments; heteroskedasticity

The Subcluster Wild Bootstrap for Few (Treated) Clusters,
James MacKinnon and Matthew Webb, from Carleton University, Department of Economics (2016)
Keywords: CRVE, grouped data, clustered data, wild bootstrap, wild cluster bootstrap subclustering, treatment model, difference in differences, robust inference

Fast And Wild: Bootstrap Inference In Stata Using Boottest,
David Roodman, James MacKinnon, Matthew Webb and Morten Nielsen, from Economics Department, Queen's University (2018)
Keywords: artest, Anderson-Rubin test, Wald test, wild bootstrap, wild cluster bootstrap, score bootstrap, multi-way clustering, few treated clusters, boottest, waldtest

Fast and wild: Bootstrap inference in Stata using boottest,
David Roodman, James MacKinnon, Morten Nielsen and Matthew Webb, in Stata Journal (2019)
Keywords: boottest, artest, waldtest, scoretest, Anderson–Rubin test, Wald test, wild bootstrap, wild cluster bootstrap, score bootstrap, multiway clustering, few treated clusters

Fast and Wild: Bootstrap Inference in Stata Using boottest,
James MacKinnon, Morten Nielsen, David Roodman and Matthew Webb, from Department of Economics and Business Economics, Aarhus University (2018)
Keywords: boottest, artest, waldtest, scoretest, Anderson-Rubin test, Wald test, wild bootstrap, wild cluster bootstrap, score bootstrap, multi-way clustering, few treated clusters

Wild Bootstrap Inference For Wildly Different Cluster Sizes,
James MacKinnon and Matthew Webb, from Economics Department, Queen's University (2015)
Keywords: CRVE, grouped data, clustered data, panel data, wild cluster bootstrap, placebo laws, effective number of clusters, bootstrap failure, difference in differences

Wild bootstrap testing for cointegration in an ESTAR error correction model,
Daiki Maki, in Economic Modelling (2015)
Keywords: ESTAR; ECM; Wild bootstrap; Heteroskedastic variance; Size and power;

Wild bootstrap inference for instrumental variables regressions with weak and few clusters,
Wenjie Wang and Yichong Zhang, in Journal of Econometrics (2024)
Keywords: Wild bootstrap; Weak instrument; Clustered data; Randomization test;

Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters,
Wenjie Wang, from University Library of Munich, Germany (2021)
Keywords: Weak Instrument, Wild Bootstrap, Clustered Data, Randomization Test

Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors,
Lan Wang, Ingrid Van Keilegom and Adam Maidman, in Biometrika (2018)
Keywords: Adaptive lasso, Confidence interval, Lasso, Penalized quantile regression, Wild bootstrap

Autoregressive wild bootstrap inference for nonparametric trends,
Marina Friedrich, Stephan Smeekes and Jean-Pierre Urbain, in Journal of Econometrics (2020)
Keywords: Autoregressive wild bootstrap; Nonparametric estimation; Time series; Simultaneous confidence bands; Trend estimation;

Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach,
Phong Minh Nguyen, Darren Henry, Jae H. Kim and Sisira Colombage, in JRFM (2024)
Keywords: minimum variance hedge ratio; wild bootstrap; DCC-GARCH; hedging effectiveness; heteroskedasticity; stochastic dominance

Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors,
Antoine Djogbenou, James MacKinnon and Morten Nielsen, from Department of Economics and Business Economics, Aarhus University (2019)
Keywords: Clustered data, cluster-robust variance estimator, Edgeworth expansion, inference, wild cluster bootstrap.

Asymptotic theory and wild bootstrap inference with clustered errors,
Antoine Djogbenou, James MacKinnon and Morten Nielsen, in Journal of Econometrics (2019)
Keywords: Clustered data; Cluster-robust variance estimator; Edgeworth expansion; Inference; Wild cluster bootstrap;

Wild bootstrap tests for autocorrelation in vector autoregressive models,
Niklas Ahlgren and Paul Catani, in Statistical Papers (2017)
Keywords: Autocorrelation, Conditional heteroskedasticity, Heteroskedasticity-consistent covariance matrix estimator, Lagrange multiplier test, Vector autoregressive model, Wild bootstrap

BOOTTEST: Stata module to provide fast execution of the wild bootstrap with null imposed,
David Roodman, from Boston College Department of Economics (2024)
Keywords: wild bootstrap, Cameron, Gelbach, Miller, score bootstrap, Rao LM test, multi-way clustering

Wild Bootstrap and Asymptotic Inference with Multiway Clustering,
James MacKinnon, Morten Nielsen and Matthew Webb, from Economics Department, Queen's University (2019)
Keywords: CRVE, grouped data, clustered data, cluster-robust variance estimator, two-way clustering, wild cluster bootstrap, robust inference

Wild Bootstrap and Asymptotic Inference with Multiway Clustering,
James MacKinnon, Morten Nielsen and Matthew Webb, from Department of Economics and Business Economics, Aarhus University (2020)
Keywords: CRVE, grouped data, clustered data, cluster-robust variance estimator, two-way clustering, robust inference, wild cluster bootstrap

Wild Bootstrap Randomization Inference For Few Treated Clusters,
James MacKinnon and Matthew Webb, from Economics Department, Queen's University (2018)
Keywords: randomization inference, CRVE, grouped data, clustered data, panel data, wild cluster bootstrap, difference-in-differences, DiD, kernel-smoothed P value

Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach,
Godwin Olasehinde-Williams and Oktay Özkan, in Journal of Economics and Finance (2022)
Keywords: Interest rate uncertainty, Investment volatility, Wild bootstrap likelihood ratio test

WCBREGRESS: Stata module to estimate a Linear Regression Model with Clustered Errors Using the Wild Cluster Bootstrap Standard Errors,
Zizhong Yan and Bingkun Lin, from Boston College Department of Economics (2020)
Keywords: regression, cluster VCE, wild bootstrap, Cameron, Gelbach, Miller

Wild bootstrap Ljung–Box test for cross correlations of multivariate time series,
Taewook Lee, in Economics Letters (2016)
Keywords: CCC-GARCH; Cross correlation; Ljung–Box test; Multivariate time series; VAR; Wild bootstrap;

The scale enhanced wild bootstrap method for evaluating climate models using wavelets,
Snigdhansu Chatterjee, in Statistics & Probability Letters (2019)
Keywords: Wild scale enhanced bootstrap; Climate model; Reanalysis; Wavelet; Martingale; Indian monsoon;

Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification,
Taewook Lee and Changryong Baek, in Computational Statistics & Data Analysis (2020)
Keywords: Block wild bootstrap; Change point analysis; CUSUM test; High persistency; Mean changes; Variance shifts;

Wild bootstrap logrank tests with broader power functions for testing superiority,
Marc Ditzhaus and Markus Pauly, in Computational Statistics & Data Analysis (2019)
Keywords: Right censoring; Weighted logrank test; Local alternatives; Ordered alternatives; Two-sample survival model; Wild bootstrap;

The wild tapered block bootstrap,
Ulrich Hounyo, from Department of Economics and Business Economics, Aarhus University (2014)
Keywords: Block bootstrap, Near epoch dependence, Tapering, Variance estimation

Bootstrap Hypothesis Testing,
James MacKinnon, from Economics Department, Queen's University (2007)
Keywords: bootstrap test, supF test, wild bootstrap, pairs bootstrap, moving block bootstrap, residual bootstrap, bootstrap P value

Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap,
Dilip Kumar and Srinivasan Maheswaran, in American Journal of Finance and Accounting (2014)
Keywords: market efficiency; martingale difference hypothesis; wild bootstrap; Kuan and Lee test; Monte Carlo simulation; bootstrapping; stock markets.

Wild Bootstrap-Based Bias Correction for Spatial Quantile Panel Data Models with Varying Coefficients,
Xiaowen Dai, Shidan Huang, Libin Jin and Maozai Tian, in Mathematics (2023)
Keywords: spatial panel data model; varying coefficient; quantile regression; wild bootstrap; bias correction

Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach,
Oktay Özkan, Godwin Olasehinde-Williams and Ifedola Olanipekun, in Czech Journal of Economics and Finance (Finance a uver) (2022)
Keywords: pandemics, the wild bootstrap likelihood ratio test, BRICS, stock market returns, stock market volatility

Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility,
Anton Skrobotov, Giuseppe Cavaliere and Robert Taylor, from Gaidar Institute for Economic Policy (2016)
Keywords: seasonal unit roots, (periodic) non-stationary volatility, conditional heteroskedasticity, wild bootstrap

Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals,
Yang He and Otavio Bartalotti, in The Econometrics Journal (2020)
Keywords: Fuzzy regression discontinuity, robust confidence intervals, wild bootstrap, average treatment effect

Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test,
Badi Baltagi, Chihwa Kao and Sanggon Na, in Statistical Papers (2013)
Keywords: Panel factor model, $$F$$ test, Wild bootstrap, Cross-sectional dependence, C12, C15, C33,

Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals,
Yang He and Otavio Bartalotti, from Institute of Labor Economics (IZA) (2019)
Keywords: wild bootstrap, robust confidence intervals, fuzzy regression discontinuity, average treatment effect

Dependent wild bootstrap for the empirical process,
Paul Doukhan, Gabriel Lang, Anne Leucht and Michael H. Neumann, from University of Mannheim, Department of Economics (2014)
Keywords: Absolute regularity , bootstrap , empirical process , time series , V -statistics , quantiles , Kolmogorov-Smirnov test

Bootstrap Methods In Econometrics,
James MacKinnon, from Economics Department, Queen's University (2006)
Keywords: bootstrap, Monte Carlo test, wild bootstrap, sieve bootstrap, moving block bootstrap

Bootstrap model selection for possibly dependent and heterogeneous data,
Alessio Sancetta, in Annals of the Institute of Statistical Mathematics (2010)
Keywords: Complexity regularization, Random penalty, Wild bootstrap,

Evaluating the properties of analysts’ forecasts: A bootstrap approach,
Mark Clatworthy, David Peel and Peter F. Pope, in The British Accounting Review (2007)
Keywords: Analysts’ forecasts; Wild bootstrap; Deflation; Heteroskedasticity;

Bootstrap-Based Improvements for Inference with Clustered Errors,
Jonah B. Gelbach, Doug Miller and A. Cameron, from University of California, Davis, Department of Economics (2006)
Keywords: clustered errors; random effects; cluster robust; sandwich; bootstrap; bootstrap-t; clustered bootstrap; pairs bootstrap; wild bootstrap.

Bootstrap And Asymptotic Inference With Multiway Clustering,
James MacKinnon, Matthew Webb and Morten Nielsen, from Economics Department, Queen's University (2017)
Keywords: clustered data, cluster-robust variance estimator, CRVE, wild bootstrap, wild cluster bootstrap, two-way clustering

A modified bootstrap for kernel-based specification test with heavy-tailed data,
Ta-Cheng Huang, Hongjun Li and Zheng Li, in Economics Letters (2020)
Keywords: Wild bootstrap; Kernel-based test; Specification test;

Fast cluster bootstrap methods for linear regression models,
James MacKinnon, in Econometrics and Statistics (2023)
Keywords: cluster-robust variance estimator; CRVE; wild cluster bootstrap; pairs cluster bootstrap; wild restricted efficient cluster bootstrap; bootstrap Wald test;

Testing parameter stability: a wild bootstrap approach,
Karl Whelan, from School of Economics, University College Dublin (2005)
Keywords: Bootstrap (Statistics); Asymptotic distribution (Probability theory)

BOOTSTRAP CONFIDENCE INTERVAL FOR PARAMETER ‘P’ OF TRUNCATED NEGATIVE BINOMIAL DISTRIBUTION,
Muhammad Ibrahim Shamsi and Ghulam Hussain, in IBT Journal of Business Studies (JBS) (2007)
Keywords: Residual Bootstrap, Wild Bootstrap, Confidence Interval, Truncated Negative Binomial Distribution.

Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity,
Silvia Goncalves and Lutz Kilian, from CIRANO (2003)
Keywords: infinite autoregression, conditional heteroskedasticity, wild bootstrap, pairwise bootstrap, autoregression d'ordre infini, hétéroscédasticité conditionnelle, wild bootstrap, bootstrap par couples

Wild bootstrap of the mean in the infinite variance case,
Giuseppe Cavaliere, Iliyan Georgiev and Robert Taylor, from Department of Statistics, University of Bologna (2011)
Keywords: Bootstrap, distribuzioni stabili, misure di probabilità stocastiche, convergenza debole Bootstrap, stable distributions, random probability measures, weak convergence

Fast cluster bootstrap methods for linear regression models,
James MacKinnon, from Economics Department, Queen's University (2021)
Keywords: clustered data, cluster-robust variance estimator, CRVE, robust inference, wild cluster bootstrap, WCR bootstrap, pairs cluster bootstrap, wild restricted efficient cluster bootstrap, WREC bootstrap, bootstrap Wald test

Dependent wild bootstrap for degenerate U- and V-statistics,
Anne Leucht and Michael H. Neumann, in Journal of Multivariate Analysis (2013)
Keywords: Bootstrap; Weak dependence; U-statistic; V-statistic; Cramér–von Mises test; Two-sample test;

Bootstrap M Unit Root Tests,
Giuseppe Cavaliere and Robert Taylor, in Econometric Reviews (2009)
Keywords: Conditional heteroskedasticity, Re-colouring, Unit root tests, Wild bootstrap,

How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?,
Benedikt Pötscher and David Preinerstorfer, from University Library of Munich, Germany (2020)
Keywords: wild bootstrap-based heteroskedasticity robust tests, size distortions

A robust bootstrap approach to the Hausman test in stationary panel data models,
Helmut Herwartz and Michael H. Neumann, from Christian-Albrechts-University of Kiel, Department of Economics (2007)
Keywords: Hausman test, random effects model, wild bootstrap, heteroskedasticity

Estimating the variance of a combined forecast: Bootstrap-based approach,
Ulrich Hounyo and Kajal Lahiri, in Journal of Econometrics (2023)
Keywords: Bootstrap; Local asymptotic theory; Model average estimators; Wild bootstrap; Variance of consensus forecast;

Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach,
Ulrich Hounyo and Kajal Lahiri, from Department of Economics and Business Economics, Aarhus University (2021)
Keywords: Bootstrap, Local asymptotic theory, Model average estimators, Wild bootstrap, Variance of consensus forecast

Asymptotically Valid Bootstrap Inference for Proxy SVARs,
Carsen Jentsch and Kurt Lunsford, from Federal Reserve Bank of Cleveland (2019)
Keywords: Wild Bootstrap; Mixing; Proxy Variables; Residual-Based Moving Block Bootstrap; Structural Vector Autoregression; External Instruments

Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series,
J. Krampe, J.-P. Kreiss and E. Paparoditis, in Statistics & Probability Letters (2015)
Keywords: Bootstrap; Locally stationary processes; Kernel estimation; Trend function;

Wild bootstrap inference for penalized quantile regression for longitudinal data,
Carlos Lamarche and Thomas Parker, in Journal of Econometrics (2023)
Keywords: Quantile regression; Panel data; Penalized estimator; Bootstrap inference;

LM tests of spatial dependence based on bootstrap critical values,
Zhenlin Yang, in Journal of Econometrics (2015)
Keywords: Asymptotic refinements; Bootstrap; Edgeworth expansion; LM tests; Spatial dependence; Size; Power; Local misspecification; Heteroskedasticity; Wild bootstrap;

LM Tests of Spatial Dependence Based on Bootstrap Critical Values,
Zhenlin Yang, from Singapore Management University, School of Economics (2013)
Keywords: Asymptotic refinements; Bootstrap; Edgeworth expansion; LM Tests; Spatial dependence; Size; Power; Local misspecification; heteroskedasticity; Wild bootstrap.

Bootstrap Sequential Determination of the Co-integration Rank in VAR Models,
Giuseppe Cavaliere, Anders Rahbek and Robert Taylor, from Department of Economics and Business Economics, Aarhus University (2010)
Keywords: Co-integration, trace test, sequential rank determination, i.i.d.bootstrap, wild bootstrap

Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference,
James MacKinnon, Morten Nielsen and Matthew Webb, from Economics Department, Queen's University (2022)
Keywords: bootstrap, clustered data, grouped data, cluster-robust variance estimator, CRVE, cluster sizes, wild cluster bootstrap

Bootstrap Sequential Determination of the Co-integration Rank in VAR Models,
Giuseppe Cavaliere, Anders Rahbek and Robert Taylor, from University of Copenhagen. Department of Economics (2010)
Keywords: co-integration; trace test; sequential rank determination; i.i.d. bootstrap; wild bootstrap

Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States,
Carsen Jentsch and Kurt Lunsford, from Federal Reserve Bank of Cleveland (2016)
Keywords: fiscal policy; mixing; residual-based moving block bootstrap; structural vector autoregressions; tax shocks; wild bootstrap;

The bootstrap -A review,
Wenceslao González-Manteiga and José Manuel Prada Sánchez, from Universidad Carlos III de Madrid. Departamento de Economía (1992)
Keywords: Bootstrap

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models,
Zhenlin Yang, in Empirical Economics (2018)
Keywords: Asymptotic pivot, Bootstrap, Heteroskedasticity, LM test, Spatial lag, Spatial error, Matrix exponential, Wild bootstrap, Bootstrap critical values

A Bootstrap Stationarity Test for Predictive Regression Invalidity,
I Georgiev, Di Harvey, Stephen Leybourne and Amr Taylor, from University of Essex, Essex Business School (2018)
Keywords: Predictive regression; causality; persistence; spurious regression; stationarity test; fixed regressor wild bootstrap; conditional distribution.

Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity,
Jinook Jeong and Byunguk Kang, from University Library of Munich, Germany (2008)
Keywords: variance-ratio test, Breusch-Godfrey’s LM test, autocorrelation, heteroskedasticity, wild bootstrap

Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models,
Aman Ullah and Tae Hwy Lee, from Centre for Development Economics, Delhi School of Economics (2000)
Keywords: nonparametric test, nonlinearity, time series, functional-coefficient model, conditional moment test, naive bootstrap, wild bootstrap, conditional heteroskedasticity, GARCH, monte carlo.

Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns,
Silvia Goncalves, Ulrich Hounyo and Nour Meddahi, from Department of Economics and Business Economics, Aarhus University (2013)
Keywords: High frequency data, realized volatility, pre-averaging, market microstructure noise, wild bootstrap.

Bootstrap based model checks with missing binary response data,
Gerhard Dikta, Sundarraman Subramanian and Thorsten Winkler, in Statistics & Probability Letters (2013)
Keywords: Covariance function; Functional central limit theorem; Maximum likelihood estimator; Continuous mapping theorem; Wild bootstrap;

Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative,
Jae Kim, in Economic Modelling (2014)
Keywords: Granger causality; Monte Carlo experiment; Predictive regression; Wald test; Wild bootstrap;

A bootstrap-assisted spectral test of white noise under unknown dependence,
Xiaofeng Shao, in Journal of Econometrics (2011)
Keywords: Hypothesis testing Spectral distribution function Time series White noise Wild bootstrap

Change-point detection and bootstrap for Hilbert space valued random fields,
Béatrice Bucchia and Martin Wendler, in Journal of Multivariate Analysis (2017)
Keywords: Change-point detection; Dependent wild bootstrap; FCLT for Hilbert space valued r.v.; Random fields;

Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data,
Firmin Doko Tchatoka and Wenjie Wang, from University Library of Munich, Germany (2021)
Keywords: DWH Pretest; Shrinkage; Instrumental Variable; Asymptotic Size; Wild Bootstrap; Bonferroni-based Size-correction; Clustering.

Bootstrap union tests for unit roots in the presence of nonstationary volatility,
Stephan Smeekes and Robert Taylor, from University of Nottingham, Granger Centre for Time Series Econometrics (2010)
Keywords: Unit root; local trend; initial condition; asymptotic power; union of rejections decision rule; nonstationary volatility; wild bootstrap

Bootstrap and permutation rank tests for proportional hazards under right censoring,
Marc Ditzhaus and Arnold Janssen, in Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data (2020)
Keywords: Wild bootstrap, Permutation, Logrank test, Right censoring, Proportional hazards, Cox model

Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series,
Mohitosh Kejriwal, Xuewen Yu and Pierre Perron, from Boston University - Department of Economics (2020)
Keywords: heteroskedasticity, multiple structural changes, sequential procedure, unit root, Wald tests, wild bootstrap

Improving the reliability of bootstrap tests with the fast double bootstrap,
Russell Davidson and James MacKinnon, from HAL (2006)
Keywords: Bootstrap

Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs,
Maria Umlauft, Marius Placzek, Frank Konietschke and Markus Pauly, in Journal of Multivariate Analysis (2019)
Keywords: Factorial designs; Multiple comparisons; Rank statistics; Repeated measures; Simultaneous confidence intervals; Wild bootstrap;