Resampling methods for tests in regression models with autocorrelated errors

DOI10.1016/0165-1765(91)90033-HzbMath0850.62874OpenAlexW1971883561MaRDI QIDQ1189335

Robert K. Rayner

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90033-h

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Resampling a nonlinear regression model in the frequency domain ⋮ Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) ⋮ Bootstrapping time series models ⋮ The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors

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• Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
• An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors

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