On bootstrapping two-stage least-squares estimates in stationary linear models

DOI10.1214/AOS/1176346705zbMATH Open0542.62051OpenAlexW2005142945WikidataQ100557390 ScholiaQ100557390MaRDI QIDQ795447FDOQ795447

Authors: David Freedman 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346705

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zbMATH Keywords

empirical distributiontwo-stage least squares estimatordistribution of errorsstandard errorsasymptotically valid approximationsstationary linear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

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