scientific article; zbMATH DE number 65145

MaRDI QIDQ4012677zbMATH OpenFDO

Authors Franco Peracchi

Publication date 27 September 1992

zbMATH Keywords

bootstrapconfidence intervalsdynamic modelslinear multivariate time-series modellinear regression modelsnonlinear estimatorsnonlinear modelsnonstandard asymptotic distributionrandom sampling caserobustness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09) Applications of statistics to economics (62P20)

Recommendations

• The bootstrap in econometrics
• Bootstrapping Macroeconometric Models
• scientific article; zbMATH DE number 3963008
• Bootstrap Methods for Time Series
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors

Cited in

(27)

• Implementing the double bootstrap
• Parametric bootstrap inference in bilinear models.
• Using bootstrap methods to obtain non-normality robust Chow prediction tests.
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
• Implementing the single bootstrap: Some computational considerations
• Bootstrapping a hedonic price index: experience from used cars data
• Maximum likelihood and the bootstrap for nonlinear dynamic models
• On the applications of resampling methods in the economic sciences
• Resampling methods in econometrics
• On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
• scientific article; zbMATH DE number 434952 (Why is no real title available?)
• On the Power of Bootstrapped Specification Tests
• Bootstrapping Macroeconometric Models
• scientific article; zbMATH DE number 3963008 (Why is no real title available?)
• scientific article; zbMATH DE number 1215455 (Why is no real title available?)
• Poor (wo)man's bootstrap
• Bootstrap Methods for Time Series
• Inference under random limit bootstrap measures
• Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
• Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
• Bootstrapping in multiplicative models
• Evaluation of a three-step method for choosing the number of bootstrap repetitions
• The bootstrap in econometrics
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Bootstrap methods in statistics
• Some asymptotic theory for the bootstrap in econometric models
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4012677)