A bootstrap procedure in linear regression with nonstationary errors
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Publication:4399504
DOI10.2307/3315680zbMath0899.62056MaRDI QIDQ4399504
Publication date: 15 November 1998
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315680
consistency; alpha-mixing; least-squares estimator; blocking external bootstrap; nonstationary sequence of errors
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G09: Nonparametric statistical resampling methods
Related Items
Block external bootstrap in partially linear models with nonstationary strong mixing error terms, Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
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