The Block-Block Bootstrap for Time Series (Q2859302): Difference between revisions

@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+the Block-Block Bootstrap: Improved Asymptotic Refinements
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Second-order correctness of the blockwise bootstrap for stationary observations
+Normal rank
@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
+Normal rank
@@ Property / cites work @@
+Bootstrapping GMM estimators for time series
@@ Property / cites work: Bootstrapping GMM estimators for time series / rank @@
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
+Normal rank
@@ Property / cites work @@
+A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
+Normal rank
@@ Property / cites work @@
+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
+Normal rank
@@ Property / cites work @@
+Inverse probability weighted estimation for general missing data problems
+Normal rank
@@ Property / cites work @@
+A Nonparametric Prewhitened Covariance Estimator
@@ Property / cites work: A Nonparametric Prewhitened Covariance Estimator / rank @@
+Normal rank