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

DOI10.1016/0165-1765(93)90081-MMaRDI QIDQ1318525zbMATH OpenOpenAlexWikidataFDO

Authors 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)

Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• Better Bootstrap Confidence Intervals
• Bootstrap methods: another look at the jackknife
• On the asymptotic accuracy of Efron's bootstrap
• On the bootstrap and confidence intervals
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• The bootstrap and Edgeworth expansion
• The jackknife and regression with \(AR(1)\) errors

Cited in

(5)

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

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