The moving blocks bootstrap and robust inference for linear least squares and quantile regressions

Journal of Econometrics

Volumn 82, Issue 2, 1998, Pages 235-287

  Fitzenberger, Bernd ^a  

^a UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

Heteroskedasticity and autocorrelation consistent inference; Least squares linear regression; Moving blocks bootstrap; Quantile regression

Indexed keywords

EID: 0002889251     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00058-4     Document Type: Article

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