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Some improvements for bootstrapping regression estimators under first-order serial correlation
Rilstone, Paul - In: Economics Letters 42 (1993) 4, pp. 335-339
Persistent link: https://www.econbiz.de/10005355570
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Consistent standard errors for semiparametric duration models with unobserved heterogeneity
Bearse, Peter; Canals, Jose; Rilstone, Paul - In: Economics Letters 59 (1998) 2, pp. 153-156
Persistent link: https://www.econbiz.de/10005158964