Pages that link to "Item:Q795447"

The following pages link to On bootstrapping two-stage least-squares estimates in stationary linear models (Q795447):

Displaying 50 items.

• Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators (Q397953) (← links)
• A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (Q513556) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
• Second order optimality of stationary bootstrap (Q756317) (← links)
• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates (Q899756) (← links)
• Some asymptotic theory for the bootstrap in econometric models (Q900060) (← links)
• General linear hypotheses in a two-stage least squares estimation model (Q1189334) (← links)
• Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
• On the moving block bootstrap under long range dependence (Q1324579) (← links)
• Some finite sample theory for bootstrap regression estimates (Q1345573) (← links)
• The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
• A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)
• A resampling method for regression models with serially correlated errors (Q1391331) (← links)
• A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters (Q1393067) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• Polarization of forecast densities: a new approach to time series classification (Q1615245) (← links)
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
• Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
• Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
• Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
• The local bootstrap for Markov processes (Q1866238) (← links)
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
• Bootstraps for time series (Q1872593) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• On second order correctness of Efron's bootstrap without Cramér-type conditions in linear regression models (Q1894104) (← links)
• Bootstrap of linear model with AR-error structure (Q1907601) (← links)
• Two-stage least squares random forests with an application to Angrist and Evans (1998) (Q2036983) (← links)
• Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
• Bootstrap in moving average models (Q2641053) (← links)
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
• Bootstrap-based ARMA order selection (Q3087814) (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
• Asymptotic bootstrap validity for finite markov chains (Q3135284) (← links)
• ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL (Q3497077) (← links)
• Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
• Bootstrapping moving average models (Q3598253) (← links)
• Two Stage and Related Estimators and Their Applications (Q3769832) (← links)
• (Q4217900) (← links)
• On the relative performance of the block bootstrap for dependent data (Q4226835) (← links)
• Bootstrap order selection for autoregressive models (Q4237835) (← links)
• Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
• A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models (Q4387674) (← links)