Inference for time series regression models with weakly dependent and heteroscedastic errors
Yeonwoo Rho; Xiaofeng Shao
| Year of publication: |
2015
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|---|---|
| Authors: | Rho, Yeonwoo ; Shao, Xiaofeng |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 444-457
|
| Subject: | Heteroscedasticity | Modulated stationary process | Self-normalization | Time series regression | Wild bootstrap | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Heteroskedastizität | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011391388