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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- Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
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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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- Veall, Michael R., 1986. "Bootstrapping regression estimators under first-order serial correlation," Economics Letters, Elsevier, vol. 21(1), pages 41-44.
- 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.
- repec:ebl:ecbull:v:3:y:2005:i:44:p:1-8 is not listed on IDEAS
- Li, Hongyi & Maddala, G. S., 1997.
"Bootstrapping cointegrating regressions,"
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- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
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