The Wild Bootstrap, Tamed at Last

By Russell Davidson, Emmanuel Flachaire. 2008

49 citations recorded by the source corpus.

Citations in the corpus

Thirty Years of Heteroskedasticity-Robust Inference (2013, unknown): “Many of these echo previous theoretical and simulation results that may be found in Chesher and Austin (1991), Davidson and Flachaire (2008), and other papers, but others appear to be new.”
Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (2013, unknown): “More recently, it has been recognized that the resampling scheme at hand is an example of the general wild bootstrap, which has been developed in an independent line of research (Wu, 1986; Mammen, 1992, 1993; Beran, 2000; Davidson & Flachaire, 2008).”
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (2010, unknown): “Davidson and Flachaire (2008) also consider the Rademacher distribution: P ( w t = 1) = 1 = 2 = P ( w t = 1) .”
Wild Bootstrap Inference for Wildly Different Cluster Sizes (2013, unknown): “Here v ∗j g is a random variable that follows the Rademacher distribution; see Davidson and Flachaire (2008).”
Bootstrap-Based Improvements for Inference with Clustered Errors (2008, unknown): “Our implementation of the Wild bootstrap follows results of Davidson and Flachaire (2001) for the nonclustered case.”