We report a simulation study where we want to consider a fairly simple data generating process (DGP) used in Nordman and Lahiri (JASA, 2012) with a single fixed regressor and regression errors produced by simple AR(1) processes. We focus on the estimation of standard errors of regression...

The R package for maximum entropy bootstrap (meboot) is widely used for numerous applications involving statistical inference for time series data without having to do differencing or de-trending. We report some simulations confirming its effectiveness. It has been used for simulating time...