Pages that link to "Item:Q1318525"
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The following pages link to Some improvements for bootstrapping regression estimators under first- order serial correlation (Q1318525):
Displayed 5 items.
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
- Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
- Estimation and inference in sur models when the number of equations is large (Q4493475) (← links)
- Bootstrapping time series models (Q4883731) (← links)