Bootstrapping time series models (Q4883731): Difference between revisions

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+Edgeworth corrected pivotal statistics and the bootstrap
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Bootstrap for nonstandard cases
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+Bootstrapping explosive autoregressive processes
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+Bootstrapping unstable first-order autoregressive processes
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+Prepivoting to reduce level error of confidence sets
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Refining Bootstrap Simultaneous Confidence Sets
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Q3311508
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+Edgeworth correction by bootstrap in autoregressions
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+Bootstrap in moving average models
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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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+Problems with the estimation of moving average processes
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+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
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+Bootstrap methods: another look at the jackknife
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+Censored Data and the Bootstrap
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+Better Bootstrap Confidence Intervals
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+Unit root bootstrap tests for AR (1) models
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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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+Q4124141
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+Theoretical comparison of bootstrap confidence intervals
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+Unusual properties of bootstrap confidence intervals in regression problems
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+The bootstrap and Edgeworth expansion
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+The jackknife and the bootstrap for general stationary observations
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+The jackknife and regression with \(AR(1)\) errors
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+Second order optimality of stationary bootstrap
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+On the moving block bootstrap under long range dependence
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+Bootstrap Technology and Applications
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+Bootstrapping cointegrating regression
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+Bootstrap procedures under some non-i.i.d. models
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+The Student's t Approximation in a Stationary First Order Autoregressive Model
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+Canonical Cointegrating Regressions
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+Optimal Inference in Cointegrated Systems
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors
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+The Stationary Bootstrap
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+Resampling methods for tests in regression models with autocorrelated errors
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+Some improvements for bootstrapping regression estimators under first- order serial correlation
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+On the asymptotic accuracy of Efron's bootstrap
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+Bootstrap Prediction Intervals for Autoregression
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+Estimating cointegration parameters: An application of the double bootstrap
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