LSEbootLS (Q7387353)
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Bootstrap Methods for Regression Models with Locally Stationary Errors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | LSEbootLS |
Bootstrap Methods for Regression Models with Locally Stationary Errors |
Statements
Implements bootstrap methods for linear regression models with errors following a time-varying process, focusing on approximating the distribution of the least-squares estimator for regression models with locally stationary errors. It enables the construction of bootstrap and classical confidence intervals for regression coefficients, leveraging intensive simulation studies and real data analysis.
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1 July 2024
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Guillermo Ferreira
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Joel Muñoz
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