Some improvements for bootstrapping regression estimators under first- order serial correlation

DOI10.1016/0165-1765(93)90081-MzbMath0800.62230OpenAlexW2060699989WikidataQ126571501 ScholiaQ126571501MaRDI QIDQ1318525

Paul Rilstone

Publication date: 5 October 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90081-m

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Resampling a nonlinear regression model in the frequency domain ⋮ The Third-Order Bias of Nonlinear Estimators ⋮ Bootstrapping time series models ⋮ Estimation and inference in sur models when the number of equations is large ⋮ The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors

Cites Work

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• The jackknife and regression with \(AR(1)\) errors
• On the bootstrap and confidence intervals
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrap methods: another look at the jackknife
• Better Bootstrap Confidence Intervals
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• The bootstrap and Edgeworth expansion

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