Bootstrap of linear model with AR-error structure
type: Item
instance of: scholarly article
title: Bootstrap of linear model with AR-error structure
zbMATH Open document ID: 0838.62051
DOI: 10.1007/BF01894336
author: Winfried Stute
published in: Metrika
publication date: 1996-06-04T00:00:00Z
full work available at URL: https://eudml.org/doc/176621
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 844107
zbMATH Keywords: generalized least squares
zbMATH Keywords: linear model
zbMATH Keywords: autoregressive error structure
zbMATH Keywords: two-stage GLS estimator
zbMATH Keywords: bootstrap approximation
zbMATH Keywords: simulation study
zbMATH Keywords: normal approximation
MaRDI profile type: Publication
cites work: Generalized Least Squares with an Estimated Autocovariance Matrix
cites work: Q3995879
cites work: On bootstrapping two-stage least-squares estimates in stationary linear models
cites work: Convergence systems and strong consistency of least squares estimates in regression models
cites work: Strong consistency of least squares estimators in regression with correlated disturbances
cites work: Q4084474
cites work: The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors
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description: scientific article; zbMATH DE number 844107