The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
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Publication:816054
DOI10.1007/s10614-005-2208-9zbMath1079.62068MaRDI QIDQ816054
Publication date: 20 February 2006
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-005-2208-9
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62F10: Point estimation
62F40: Bootstrap, jackknife and other resampling methods
65C05: Monte Carlo methods
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- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
- The jackknife and regression with \(AR(1)\) errors
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