Empirical likelihood block bootstrapping
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Publication:530588
DOI10.1016/j.jeconom.2010.10.003zbMath1441.62580OpenAlexW2149575971MaRDI QIDQ530588
Allan W. Gregory, Jason Allen, Katsumi Shimotsu
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/53924
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Related Items (3)
Breakdown point theory for implied probability bootstrap ⋮ Robustness of Bootstrap in Instrumental Variable Regression ⋮ Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
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