The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328): Difference between revisions

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+Generalized Least Squares with an Estimated Autocovariance Matrix
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+Non-strong mixing autoregressive processes
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Q3321260
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Bootstrapping in least absolute value regression: an application to hypothesis testing
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+Mixing: Properties and examples
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+Bootstrap methods: another look at the jackknife
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+Q3959963
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+Q5621854
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+Bootstrapping regression models
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+The bootstrap and Edgeworth expansion
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+On blocking rules for the bootstrap with dependent data
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Q5613647
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+Note on the Berry-Esseen Theorem
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+Regression Quantiles
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+The jackknife and the bootstrap for general stationary observations
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+Q4869555
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+Q4869557
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+Q3765217
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Testing for a unit root in time series regression
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+A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
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+The Stationary Bootstrap
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+Subsampling for heteroskedastic time series
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+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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+Least absolute deviations estimation for the censored regression model
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+Censored regression quantiles
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+Q3833448
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+On the asymptotic accuracy of Efron's bootstrap
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Nonlinear Regression with Dependent Observations
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