How to implement the Bootstrap in Static or Stable Dynamic Regression Models
Year of publication: |
2001
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Authors: | van Giersbergen, Noud P.A. ; Kiviet, Jan F. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Regression | Statistischer Test | Theorie | Bootstrap-Verfahren | Autokorrelation | ARMA-Modell | Asymptotic rejection probabilities | Autoregressive models | Bootstrap | Hypothesis testing | Resampling schemes |
Series: | Tinbergen Institute Discussion Paper ; 01-119/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 834537494 [GVK] hdl:10419/85940 [Handle] RePEc:dgr:uvatin:20010119 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
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How to implement the bootstrap in static or stable dynamic regression models
Giersbergen, Noud P. A. van, (2001)
-
How to implement the Bootstrap in Static or Stable Dynamic Regression Models
Giersbergen, Noud P.A. van, (2001)
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How to Implement the Bootstrap in Static or Stable Dynamic Regression Models
Giersbergen, Noud P.A. van, (2001)
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van Giersbergen, Noud P.A., (2002)
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Bias Correction in a Stable AD(1,1) Model
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On the effect of deterministic terms on the bias in stable AR models
van Giersbergen, Noud P.A., (2005)
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