Bootstrapping GMM estimators for time series (Q275250): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF  <i>k</i>-STEP AND EXTREMUM STATISTICS
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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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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+Q3925691
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+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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+Q3750826
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+Maximum likelihood and the bootstrap for nonlinear dynamic models
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+Asymptotic expansions for sums of weakly dependent random vectors
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+The bootstrap and Edgeworth expansion
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Large Sample Properties of Generalized Method of Moments Estimators
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+The jackknife and the bootstrap for general stationary observations
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+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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+Q3703102
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