Pages that link to "Item:Q5754870"
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The following pages link to Bootstrap Standard Error Estimates for Linear Regression (Q5754870):
Displaying 15 items.
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
- A self-normalization break test for correlation matrix (Q2062385) (← links)
- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Mechanistic Analysis of Challenge–Response Experiments (Q2861969) (← links)
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
- Single index Fréchet regression (Q6183758) (← links)
- Estimation and inference by stochastic optimization (Q6193080) (← links)
