On the Use of Wild and Pair Bootstrap with an Application to Time Series Momentum


This paper revisits the evidence about time series momentum in the context of pooled regression with a focus on inference doing pairs cluster and wild cluster bootstrap.

Preliminary results available upon request. Presentations: CUNY Graduate Center 2020
Ercio A. Munoz
Ph.D. Candidate, CUNY

My research interests include labor economics, applied econometrics, and development economics.