Higher-order improvements of the parametric bootstrap for Markov processes
Year of publication: |
2005
|
---|---|
Authors: | Andrews, Donald W. K. |
Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 171-215
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
-
Approximate regnerative-block bootstrap for Markov chains : some simulation studies
Bertail, Patrice, (2006)
-
Regeneration-based statistics for Harris recurrent Markov chains
Bertail, Patrice, (2005)
-
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K., (2001)
- More ...
-
On optimal inference in the linear IV model
Andrews, Donald W. K., (2019)
-
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K., (2019)
-
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K., (1993)
- More ...