A resampling method for regression models with serially correlated errors (Q1391331): Difference between revisions

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+Time Series
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+Q4318617
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+On bootstrapping kernel spectral estimates
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+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Q4124141
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+Q5612941
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+Linear Regression in the Frequency Domain
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+Jackknifing in Unbalanced Situations
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+VARIANCE ESTIMATION FOR SAMPLE AUTOCOVARIANCES: DIRECT AND RESAMPLING APPROACHES
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+The jackknife and the bootstrap for general stationary observations
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Jackknife, bootstrap and other resampling methods in regression analysis
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