Some improvements for bootstrapping regression estimators under first-order serial correlation
Year of publication: |
1993
|
---|---|
Authors: | Rilstone, Paul |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 42.1993, 4, p. 335-339
|
Subject: | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Galavotti, Maria Carla, (1988)
-
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter, (1994)
- More ...
-
Smoothed maximum score estimation of discrete duration models
Reza, Sadat, (2019)
-
Some results on the asymptotic properties of kernel regression derivative estimators
Rilstone, Paul, (1988)
-
Efficient semiparametric estimation of duration models with unobserved heterogeneity
Bearse, Peter M., (2007)
- More ...