Bootstrapping GMM estimators for time series
From MaRDI portal
Publication:275250
DOI10.1016/j.jeconom.2005.06.004zbMath1345.62124MaRDI QIDQ275250
Mototsugu Shintani, Atsushi Inoue
Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1803/15690
Edgeworth expansions; instrumental variables; dependent data; block bootstrap; asymptotic refinements
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F40: Bootstrap, jackknife and other resampling methods
62M07: Non-Markovian processes: hypothesis testing
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Uses Software
Cites Work
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