How to implement the bootstrap in static or stable dynamic regression models : test statistic versus confidence region approach
Noud P. A. van Giersbergen; Jan F. Kiviet
| Year of publication: |
2001
|
|---|---|
| Authors: | Giersbergen, Noud P. A. van ; Kiviet, J. F. |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | ARMA-Modell | ARMA model |
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2001,119/4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 24 Internetausg.: http://www.tinbergen.nl/discussionpapers/01119.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001630176