How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
type: Item
instance of: scholarly article
title: How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
zbMATH Open document ID: 1020.62015
DOI: 10.1016/S0304-4076(01)00132-4
author: Noud P. A. van Giersbergen
author: Jan F. Kiviet
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1891703
zbMATH Keywords: asymptotic rejection probabilities
zbMATH Keywords: autoregressive models
zbMATH Keywords: bootstrap
zbMATH Keywords: hypothesis testing
zbMATH Keywords: resampling schemes
describes a project that uses: bootlib
describes a project that uses: bootstrap
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00132-4
OpenAlex ID: W2032107107
description: scientific article; zbMATH DE number 1891703