The Block-block Bootstrap: Improved Asymptotic Refinements
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- Donald W. K. Andrews, 2004. "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, vol. 72(3), pages 673-700, May.
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- repec:bla:jtsera:v:38:y:2017:i:3:p:479-504 is not listed on IDEAS
More about this item
KeywordsAsymptotics; Block bootstrap; Block statistics; Edgeworth expansion; Extremum estimator; Generalized method of moments estimator; Maximum likelihood estimator; t statistic; Test of over-identifying restrictions;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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