Pages that link to "Item:Q5475032"
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The following pages link to the Block-Block Bootstrap: Improved Asymptotic Refinements (Q5475032):
Displaying 11 items.
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- New block bootstrap methods: Sufficient and/or ordered (Q4976584) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)