Monte Carlo evaluation of asymptotic and bootstrap tests for residual autocorrelation

zbMATH Open1413.62038MaRDI QIDQ4615997FDOQ4615997

Authors: Vânia de Fátima Lemes de Miranda, Daniel Furtado Ferreira 

Publication date: 29 January 2019

Full work available at URL: http://jaguar.fcav.unesp.br/RME/fasciculos/v24/v24_n1/A2_Vania_Daniel.pdf

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• scientific article; zbMATH DE number 3856250

zbMATH Keywords

bootstrapMonte CarloautocorrelationDurbin-Watson's test

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited In (3)

• Bootstrap tests for autocorrelation.
• Title not available (Why is that?)
• The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors

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