New bootstrap inference for spurious regression problems

DOI10.1080/02664763.2015.1049939OpenAlexW2225757269MaRDI QIDQ5137996

H. D. Vinod

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1049939

zbMATH Keywords

bootstrapconfidence intervalssimulation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Spurious regression between long memory series due to mis-specified structural breaks ⋮ Forecasting the COVID-19 diffusion in Italy and the related occupancy of intensive care units

Uses Software

• boot
• meboot
• bootlib
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Cites Work

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• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Understanding spurious regressions in econometrics
• Bootstrap procedures under some non-i.i.d. models
• Resampling methods for dependent data
• Spurious Regression Under Broken-Trend Stationarity
• Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
• The bootstrap and Edgeworth expansion
• Econometrics

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