An alternative bootstrap to moving blocks for time series regression models

Journal of Econometrics

Volumn 117, Issue 2, 2003, Pages 369-399

  Hidalgo, Javier ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Bootstrap methods; Least squares estimation; Long range dependence

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; ERROR ANALYSIS; FOURIER TRANSFORMS; LEAST SQUARES APPROXIMATIONS; MONTE CARLO METHODS; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

BOOTSTRAP METHODS; LEAST SQUARE ESTIMATION;

REGRESSION ANALYSIS;

EID: 0347354951     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00154-4     Document Type: Article

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