A fast subsampling method for nonlinear dynamic models (Q275251): Difference between revisions

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+Estimation When a Parameter is on a Boundary
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+Normal rank
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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+On Subsampling Estimators with Unknown Rate of Convergence
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+Instrumental Models and Indirect Encompassing
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+Maximum likelihood and the bootstrap for nonlinear dynamic models
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+Subsampling inference in threshold autoregressive models
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+Econometric specification of stochastic discount factor models
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+Pseudo Maximum Likelihood Methods: Theory
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+Window Subsampling of Estimating Functions with Application to Regression Models
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+The estimating function bootstrap
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling
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+The jackknife and bootstrap
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+Maximum Likelihood Estimation of Misspecified Models
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