Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators

DOI10.1111/ECTJ.12060OpenAlexW2301289946MaRDI QIDQ5093931

Lorenzo Camponovo

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12060

zbMATH Keywords

nonparametric bootstrapasymptotic refinementsextremum estimatorsquasi-likelihood ratio tests

Mathematics Subject Classification ID

Statistics (62-XX)

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