Bootstrap Standard Error Estimates for Linear Regression
From MaRDI portal
Publication:5754870
DOI10.1198/016214504000002087zbMath1117.62347OpenAlexW2061394598MaRDI QIDQ5754870
Sílvia Gonçalves, Halbert White
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000002087
Related Items (16)
Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach ⋮ Inference in Linear Regression Models with Many Covariates and Heteroscedasticity ⋮ Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Estimating the variance of a combined forecast: bootstrap-based approach ⋮ Single index Fréchet regression ⋮ Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models ⋮ Estimation and inference by stochastic optimization ⋮ Bootstrap inference for linear dynamic panel data models with individual fixed effects ⋮ Block Bootstraps for Time Series With Fixed Regressors ⋮ On bootstrap consistency of MAVE for single index models ⋮ Discussion on: ``Bootstrap methods for dependent data: a review ⋮ A self-normalization break test for correlation matrix ⋮ THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS ⋮ A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US ⋮ Mechanistic Analysis of Challenge–Response Experiments
This page was built for publication: Bootstrap Standard Error Estimates for Linear Regression
