How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Year of publication: |
2002
|
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Authors: | Giersbergen, Noud P. A. van ; Kiviet, J. F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 108.2002, 1, p. 133-156
|
Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | ARMA-Modell | ARMA model |
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