Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Year of publication: |
2012
|
---|---|
Authors: | Liu-Evans, Gareth D. ; Phillips, Garry D. A. |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 4.2012, 2, p. 1-33
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/1941-1928.1122 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Recent developments in bootstrapping time series
Berkowitz, Jeremy, (1996)
-
Testing a model of the UK by the method of indirect inference
Meenagh, David, (2008)
-
Bootstrapping a linear estimator of the ARCH parameters
Bose, Arup, (2006)
- More ...
-
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D., (2012)
-
Iglesias, Emma M., (2019)
-
Almost unbiased variance estimation in simultaneous equation models
Phillips, Garry D. A., (2016)
- More ...