A fast resample method for parametric and semiparametric models
DOI10.1016/J.JECONOM.2014.01.001zbMATH Open1298.62056OpenAlexW2156734448MaRDI QIDQ469558FDOQ469558
Authors: Timothy B. Armstrong, Marinho Bertanha, Han Hong 
Publication date: 11 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.01.001
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Cites Work
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Cited In (9)
- A fast subsampling method for nonlinear dynamic models
- Estimation of dynamic discrete models from time aggregated data
- A simple resampling method by perturbing the minimand
- A higher-order correct fast moving-average bootstrap for dependent data
- Fast robust estimation of prediction error based on resampling
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
- Estimation and inference by stochastic optimization
- Sieve semiparametric two-step GMM under weak dependence
- Fast Generalized Linear Models by Database Sampling and One-Step Polishing
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