Pages that link to "Item:Q1377328"
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The following pages link to The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328):
Displaying 43 items.
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Using quantile regression for duration analysis (Q862783) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Simple resampling methods for censored regression quantiles (Q1841195) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Limit theorems for a correlated moving window model (Q2081684) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864) (← links)
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series (Q2802914) (← links)
- Block bootstrap for dependent errors-in-variables (Q2979966) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
- Implementing Box–Cox Quantile Regression (Q3557576) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
- Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)
- Quantile Regression Models with Multivariate Failure Time Data (Q5715363) (← links)
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
- Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
