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Volumn 67, Issue 5, 2005, Pages 571-595

Regression models with data-based indicator variables

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EID: 26944446963     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2005.00132.x     Document Type: Article
Times cited : (38)

References (23)
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    • Bootstrap prediction intervals for single period regression forecasts
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    • A note on computing the heteroscedasticity consistent covariance matrix using instrumental variable techniques
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    • The use of dummy variables to compute predictions, prediction errors and confidence intervals
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