Bootstrap Standard Error Estimates for Linear Regression
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Publication:5754870
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- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
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- A general method for estimating standard errors
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- Block Bootstraps for Time Series With Fixed Regressors
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
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- Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach
- Discussion on: ``Bootstrap methods for dependent data: a review
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- Single index Fréchet regression
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
- Estimation and inference by stochastic optimization
- Assessing estimation uncertainty under model misspecification
- Time series analysis of rankings: a GARCH-type approach
- A comparison of normal and discrete bootstraps for standard errors in equation systems
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