A fast resample method for parametric and semiparametric models

DOI10.1016/J.JECONOM.2014.01.001zbMath1298.62056OpenAlexW2156734448MaRDI QIDQ469558

Han Hong, Marinho Bertanha, Timothy B. Armstrong

Publication date: 11 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.01.001

zbMATH Keywords

bootstrapnonlinear modelssubsamplingscore function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (5)

A higher-order correct fast moving-average bootstrap for dependent data ⋮ Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models ⋮ Estimation and inference by stochastic optimization ⋮ Sieve semiparametric two-step GMM under weak dependence ⋮ Estimation of dynamic discrete models from time aggregated data

Cites Work

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