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Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors

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Author Info
Jae Kim () (Monash University)

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Abstract

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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File URL: http://www.accessecon.com/pubs/EB/2005/Volume3/EB-05C20017A.pdf
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Publisher Info
Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 3 (2005)
Issue (Month): 44 ()
Pages: 1-8
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ebl:ecbull:v:3:y:2005:i:44:p:1-8

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Related research
Keywords: Bias-correction;

Find related papers by JEL classification:
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

Statistics
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This page was last updated on 2010-1-4.

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