The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
From MaRDI portal
Publication:816054
DOI10.1007/s10614-005-2208-9zbMath1079.62068MaRDI QIDQ816054
Publication date: 20 February 2006
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-005-2208-9
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62F10: Point estimation
62F40: Bootstrap, jackknife and other resampling methods
65C05: Monte Carlo methods
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
- The jackknife and regression with \(AR(1)\) errors
- Estimating the autocorrelated error model with trended data
- Resampling methods for tests in regression models with autocorrelated errors
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
- Estimation and testing of regression disturbances based on modified likelihood functions
- Some improvements for bootstrapping regression estimators under first- order serial correlation
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
- An Intertemporal Capital Asset Pricing Model
- Bootstrapping time series models
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
- The bootstrap and Edgeworth expansion
