THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
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Publication:3100981
DOI10.1017/S0266466610000630zbMath1344.62002OpenAlexW2022401541MaRDI QIDQ3100981
Publication date: 22 November 2011
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466610000630
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Economic time series analysis (91B84)
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Cites Work
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- Panel Data Models With Interactive Fixed Effects
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