The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
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Publication:816054
DOI10.1007/s10614-005-2208-9zbMath1079.62068OpenAlexW1975289634MaRDI QIDQ816054
Publication date: 20 February 2006
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-005-2208-9
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
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- An Intertemporal Capital Asset Pricing Model
- Bootstrapping time series models
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
- The bootstrap and Edgeworth expansion
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