The jackknife and regression with \(AR(1)\) errors

DOI10.1016/0165-1765(88)90143-7zbMath1328.62427OpenAlexW2039740482MaRDI QIDQ900085

Ben Kwok, Michael R. Veall

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90143-7

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Resampling a nonlinear regression model in the frequency domain ⋮ On Small Sample Properties of the Wald, LR and LM Tests in a Linear Model with AR(1) Errors ⋮ Edgeworth-adjusting test statistics for ar(1) errors ⋮ Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors ⋮ Bootstrapping time series models ⋮ Resampling methods for tests in regression models with autocorrelated errors ⋮ Some improvements for bootstrapping regression estimators under first- order serial correlation ⋮ The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors

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