Bootstrapping in multiplicative models

DOI10.1016/0304-4076(89)90054-7zbMath0692.62095OpenAlexW2068832362MaRDI QIDQ583819

Balvir Singh, Muni S. Srivastava

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90054-7

zbMATH Keywords

bootstrapconfidence intervalmean square errorCobb-Douglas multiplicative modelestimator of the constant term

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Strong consistency in nonlinear regression with multipucative error

Cites Work

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• Asymptotic distribution of least squares estimator and a test statistic in linear regression models
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Bootstrapping regression models
• Asymptotically most powerful rank tests for regression parameters in MANOVA
• Bootstrap methods: another look at the jackknife
• Bootstrap confidence intervals for a class of parametric problems
• On Fixed-Width Confidence Bounds for Regression Parameters

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