Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
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.
Volume (Year): 3 (2005)
Issue (Month): 44 ()
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- Rayner, Robert K., 1991. "Resampling methods for tests in regression models with autocorrelated errors," Economics Letters, Elsevier, vol. 36(3), pages 281-284, July.
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