Bootstrap tests for autocorrelation

Computational Statistics and Data Analysis

Volumn 38, Issue 1, 2001, Pages 49-69

  Jeong, Jinook ^a,b   Chung, Seoung ^c  

^a Ajou University   (South Korea)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^c TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Autocorrelation; Bootstrap; Durbin Watson test; Recursive bootstrap

Indexed keywords

APPROXIMATION THEORY; ESTIMATION; MONTE CARLO METHODS; REGRESSION ANALYSIS;

BOOTSTRAP TESTS;

CORRELATION METHODS;

AUTOCORRELATION; BOOTSTRAPPING; NUMERICAL METHOD;

EID: 0035965630     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00031-7     Document Type: Article

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