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Volumn 20, Issue 2, 2002, Pages 254-268

Bootstrap-based inference in models with a nearly noninvertible moving average component

Author keywords

Local to unity asymptotics; Near unit root process; Resampling method

Indexed keywords


EID: 0036005158     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102317351994     Document Type: Article
Times cited : (5)

References (41)
  • 2
    • 0001198502 scopus 로고    scopus 로고
    • Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space
    • (2000) Econometrica , vol.68 , pp. 399-405
    • Andrews, D.W.K.1
  • 11
    • 0002242942 scopus 로고
    • Valid asymptotic expansions for the likelihood ratio statistic and other perturbed chi-square variables
    • (1979) Sankhya A , vol.41 , pp. 22-47
    • Chandra, T.K.1    Ghosh, J.K.2
  • 34
    • 0001049060 scopus 로고
    • Maximum likelihood estimation of regression models with first-order moving average errors when the root lies on the unit circle
    • (1983) Econometrica , vol.51 , pp. 799-820
    • Sargan, J.D.1    Bhargava, A.2
  • 40
    • 0001673027 scopus 로고
    • Jackknife, bootstrap and other resampling methods in regression analysis
    • with discussion
    • (1986) Annals of Statistics , vol.14 , pp. 1261-1350
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.