| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062529 | Economics Letters | 2006 | 6 Pages |
Abstract
The wild bootstrap is proposed as a means of improving small sample properties of variance ratio tests. It is found that the wild bootstrap tests have desirable size properties and exhibit higher power than their alternatives in most cases.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jae H. Kim,