Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors

A bootstrap bias-correction method is applied to statistical inference in the regression model with autocorrelated errors. It is found that this method substantially reduces small-sample size distortions relative to alternative methods proposed in the literature.

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Year of publication:	2005
Authors:	Kim, Jae
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2005, 44, p. 1-8
Publisher:	AccessEcon
Subject:	Bias-correction

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C2 - Econometric Methods: Single Equation Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005767595