Bruce E. Hansen
The Exact Wild Bootstrap
August 2026
Abstract:
This paper proposes new methods for exact computation of wild bootstrap p-values and confidence intervals without simulation. The methods are applicable to regression coefficients in linear models. The proposed methods are considerably more accurate, and compuationally much faster, than conventional simulation methods. The methods are developed for calculation of the bootstrap distribution, p-values for tests on linear coefficients, and confidence intervals for linear coefficients.
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