Bootstrapping time series models
From MaRDI portal
Publication:4883731
DOI10.1080/07474939608800344zbMath0855.62074MaRDI QIDQ4883731
Publication date: 9 February 1997
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939608800344
residuals; test statistics; stationary bootstrap; dynamic models; data generation; time series models; moving block bootstrap; recent developments; recursive bootstrap; cointegrating regression models
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
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