Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237): Difference between revisions

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+On the Use of Nonparametric Regression Techniques for Fitting Parametric Regression Models
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+Generalized Least Squares with an Estimated Autocovariance Matrix
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+A class of linear regression parameter estimators constructed by nonparametric estimation
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+Bootstrap Inference for a First-Order Autoregression with Positive Innovations
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+Q3125064
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+Bootstrapping regression models
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Q4718584
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+Testing linear regression models using non-parametric regression estimators when errors are non-independent
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+The bootstrap - a review
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+On the bootstrap and confidence intervals
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+Q3999325
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+Choice of bandwidth for kernel regression when residuals are correlated
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Bootstrap of linear model with AR-error structure
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+Nearest neighbor smoothing in linear regression
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+Bootstrap test of goodness of fit to a linear model when errors are correlated
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+Generalized minimum distance estimators of a linear model with correlated errors.
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+https://doi.org/10.1016/s0378-3758(02)00314-2
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+W2038422342
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