Pages that link to "Item:Q795447"
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The following pages link to On bootstrapping two-stage least-squares estimates in stationary linear models (Q795447):
Displaying 13 items.
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality (Q4943297) (← links)
- A parametric bootstrap approach for two-way error component regression models (Q4976585) (← links)
- Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
- Bootstrap Confidence Sets with Weak Instruments (Q5080463) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
- (Q5687704) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)