On bootstrapping two-stage least-squares estimates in stationary linear models
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Publication:795447
DOI10.1214/aos/1176346705zbMath0542.62051OpenAlexW2005142945WikidataQ100557390 ScholiaQ100557390MaRDI QIDQ795447
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346705
empirical distributionstandard errorstwo-stage least squares estimatordistribution of errorsasymptotically valid approximationsstationary linear models
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