A scaled wild bootstrap is proven asymptotically valid for inference on a regression coefficient when the number of covariates is of the same order as the sample size and errors are heteroskedastic.
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Wild Bootstrap Inference for Linear Regressions with Many Covariates
A scaled wild bootstrap is proven asymptotically valid for inference on a regression coefficient when the number of covariates is of the same order as the sample size and errors are heteroskedastic.