The block-block bootstrap: Improved asymptotic refinements

Econometrica

Volumn 72, Issue 3, 2004, Pages 673-700

  Andrews, Donald W K ^a  

^a NONE

Author keywords

Asymptotics; Block bootstrap; Block statistics; Edgeworth expansion; Extremum estimator; Generalized method of moments estimator; Maximum likelihood estimator; t statistic; Test of over identifying restrictions

Indexed keywords

ASYMPTOTIC STABILITY; MARKOV PROCESSES; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY; THEOREM PROVING; TIME SERIES ANALYSIS;

BLOCK BOOTSTRAPS; BLOCK STATISTICS; EDGEWORTH EXPANSION; EXTREMUM ESTIMATORS; TEST OF OVER-IDENTIFYING RESTRICTIONS;

INDUSTRIAL ECONOMICS;

EID: 2642548161     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00509.x     Document Type: Article

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