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Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors

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  • Jae Kim

    (Monash University)

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.

Suggested Citation

  • Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
    • Handle: RePEc:ebl:ecbull:eb-05c20017
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    References listed on IDEAS

    as
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    JEL classification:

    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

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