Pages that link to "Item:Q1907601"

The following pages link to Bootstrap of linear model with AR-error structure (Q1907601):

Displaying 12 items.

• On bootstrapping two-stage least-squares estimates in stationary linear models (Q795447) (← links)
• On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
• Bootstrap tests for generalized least squares regression models (Q921775) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• Bootstrapping error component model (Q1861604) (← links)
• Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
• Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
• (Q3497651) (← links)
• Bootstrapping a time series model: some empirical results (Q3753352) (← links)
• Generalized minimum distance estimators of a linear model with correlated errors. (Q5956467) (← links)