We provide a unified framework for analyzing bootstrapped extremum estimators of nonlinear dynamic models for heterogeneous dependent stochastic processes. We apply our results to the moving blocks bootstrap of Kunsch (1989) and Liu and Singh (1992) and prove the first order asymptotic validity...

The study performed an in-depth examination of the impact of guaranteed agricultural finance to oil palm, cocoa, groundnuts, fishery, poultry, cattle, roots, and tubers on the real gross domestic product of the country. Time series data was sourced from the Central Bank of Nigeria statistical...

The study performed an in-depth examination of the impact of guaranteed agricultural finance to oil palm, cocoa, groundnuts, fishery, poultry, cattle, roots, and tubers on the real gross domestic product of the country. Time series data was sourced from the Central Bank of Nigeria statistical...

The preliminary test ridge regression estimators (P T R R E) based on the Wald (W), Likelihood Ratio (L R) and Lagrangian Multiplier (L M) tests for estimating the regression parameters has been considered in this paper. Here we consider the multiple regression model with student t error...