Resampling methods for tests in regression models with autocorrelated errors
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 36 (1991)
Issue (Month): 3 (July)
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Web page: http://www.elsevier.com/locate/ecolet
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- Rayner, Robert K, 1990. "Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 251-63, April.
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- Rayner, Robert K., 1990. "Bootstrap tests for generalized least squares regression models," Economics Letters, Elsevier, vol. 34(3), pages 261-265, November.
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"Bootstrapping cointegrating regressions,"
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- repec:ebl:ecbull:v:3:y:2005:i:44:p:1-8 is not listed on IDEAS
- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
- Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Society for Computational Economics, vol. 25(3), pages 255-267, June.
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