The moving blocks bootstrap and robust inference for linear least squares and quantile regressions

DOI10.1016/S0304-4076(97)00058-4zbMath0907.62026OpenAlexW2069308522MaRDI QIDQ1377328

Publication date: 9 March 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00058-4

zbMATH Keywords

quantile regression robust inference moving blocks bootstrap

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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Cites Work