Bootstrap Standard Error Estimates for Linear Regression

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Cluster-Robust Bootstrap Inference in Quantile Regression Models (2014, methodology): “ARTICLE HISTORY Received August Revised July KEYWORDS Cluster-robust standard errors; Correlated data; Grouped data; Quantile; Resampling”
Constrained Regression for Interval-Valued Data (2013, background): “Bootstrap is a common practice to overcome the difficulties of the estimation of asymptotic variances in various contexts, see Efron (1979), Buchinsky (1995), Ledoit, Santa-Clara, and Wolf (2003), and Goncalves and White (2005), among others.”
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators (2012, background): “Even for parametric linear regressions, one needs additional regularity conditions to justify bootstrap validity for standard errors (see Gonçalves & White, 2005, for a discussion).”
Bootstrap Methods in Econometrics (2006, unknown): “Two other recent theoretical papers that focus on different aspects of block bootstrap methods are Goncalves and White (2004, 2005) .”
R&D Subsidies as Dual Signals in Technological Collaborations (2019, methodology): “22 Results hold when estimating standard errors in the main equation by means of bootstrap procedures (for more details, see Efron, 1981; Efron and Tibshirani, 1986; Gonçalves and White, 2005).”