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

DOI10.1016/0165-1765(93)90081-MzbMATH Open0800.62230OpenAlexW2060699989WikidataQ126571501 ScholiaQ126571501MaRDI QIDQ1318525FDOQ1318525

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

• Bootstrap methods: another look at the jackknife
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Title not available (Why is that?)
• On the bootstrap and confidence intervals
• On the asymptotic accuracy of Efron's bootstrap
• The bootstrap and Edgeworth expansion
• Better Bootstrap Confidence Intervals
• 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

This page was built for publication: Some improvements for bootstrapping regression estimators under first- order serial correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1318525)