Pages that link to "Item:Q530588"
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The following pages link to Empirical likelihood block bootstrapping (Q530588):
Displaying 13 items.
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Computing empirical likelihood from the bootstrap (Q1977630) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Bootstrap likelihoods (Q4020601) (← links)
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators (Q4895051) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
