An alternative bootstrap to moving blocks for time series regression models

DOI10.1016/S0304-4076(03)00154-4zbMath1029.62041OpenAlexW3121335203MaRDI QIDQ1414629

Javier Hidalgo

Publication date: 4 December 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00154-4

zbMATH Keywords

Bootstrap methodsLeast-squares estimationLong-range dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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