Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Year of publication: |
2016
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Authors: | Camponovo, Lorenzo |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 19.2016, 1, p. 33-54
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Subject: | Asymptotic refinements | Extremum estimators | Nonparametric bootstrap | Quasi-likelihood ratio tests | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test |
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