An alternative bootstrap to moving blocks for time series regression models
Year of publication: |
2003
|
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Authors: | Hidalgo, Javier |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 117.2003, 2, p. 369-399
|
Subject: | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Kleinste-Quadrate-Methode | Least squares method |
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