Reference health
Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
20/20 checkable references clean · checked 2026-08-05
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 20 checked references that resolve
resolves10.1016/S0148-6195(03)00051-1
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
resolves10.1080/07474939508800325
A monte carlo comparison of tests based on the durbin-watson statistic with other autocorrelation tests in dynamic models
resolves10.1016/j.csda.2004.05.018
Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.2307/1913829
Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
resolves10.2307/2109979
Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables
resolves10.1016/S0304-4076(97)00056-0
Hausman tests for autocorrelation in the presence of lagged dependent variables some further results
resolves10.1016/j.csda.2004.05.020
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
resolves10.1016/j.jeconom.2003.10.030
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
resolves10.1016/S0148-6195(98)00004-6
Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 2 references without a DOI — listed, not checked
no DOI — not checkedDavidson R, Flachaire E (2001) The wild bootstrap, tamed at last. Queen’s Economics Department Working Paper No. 1000. Queen’s University, Kingston
no DOI — not checkedStock JH, Watson MW (2007) Introduction to econometrics. Pearson, Boston
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