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A resampling method for regression models with serially correlated errors

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  • Christoffersson, Jan

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  • Christoffersson, Jan, 1997. "A resampling method for regression models with serially correlated errors," Computational Statistics & Data Analysis, Elsevier, vol. 25(1), pages 43-53, July.
    • Handle: RePEc:eee:csdana:v:25:y:1997:i:1:p:43-53
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    References listed on IDEAS

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    1. Harvey, Andrew C, 1978. "Linear Regression in the Frequency Domain," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 507-512, June.
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