Bootstrap HAC tests for ordinary least squares regression
Year of publication: |
2012
|
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Authors: | Bravo, Francesco ; Godfrey, L. G. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 74.2012, 6, p. 903-922
|
Subject: | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
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