Bootstrap of linear model with AR-error structure (Q1907601)
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scientific article; zbMATH DE number 844107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap of linear model with AR-error structure |
scientific article; zbMATH DE number 844107 |
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Bootstrap of linear model with AR-error structure (English)
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4 June 1996
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generalized least squares
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linear model
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autoregressive error structure
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two-stage GLS estimator
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bootstrap approximation
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simulation study
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normal approximation
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0.8988073
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0.89160603
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0.88774705
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0.8875479
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