Bootstrap tests for generalized least squares regression models

DOI10.1016/0165-1765(90)90128-NzbMath0709.62042OpenAlexW2080436214MaRDI QIDQ921775

Robert K. Rayner

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90128-n

zbMATH Keywords

normal approximationbootstrap testsnormal linear regression modelfaster rates of convergencegeneralized least squares regression modelsvariance-adjusted statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items

Bootstrap confidence intervals in a switching regressions model ⋮ Resampling methods for tests in regression models with autocorrelated errors

Cites Work

• On the bootstrap and confidence intervals
• Theoretical comparison of bootstrap confidence intervals
• Bootstrap methods: another look at the jackknife
• Approximate Normality of Generalized Least Squares Estimates
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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