Bootstrap of a Linear Model with AR-Error Structure.

Winfried Stute

Metrika (1995)

  • Volume: 42, Issue: 6, page 395-410
  • ISSN: 0026-1335; 1435-926X/e

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Stute, Winfried. "Bootstrap of a Linear Model with AR-Error Structure.." Metrika 42.6 (1995): 395-410. <http://eudml.org/doc/176621>.

@article{Stute1995,
author = {Stute, Winfried},
journal = {Metrika},
keywords = {generalized least squares; linear model; autoregressive error structure; two-stage GLS estimator; bootstrap approximation; simulation study; normal approximation},
number = {6},
pages = {395-410},
title = {Bootstrap of a Linear Model with AR-Error Structure.},
url = {http://eudml.org/doc/176621},
volume = {42},
year = {1995},
}

TY - JOUR
AU - Stute, Winfried
TI - Bootstrap of a Linear Model with AR-Error Structure.
JO - Metrika
PY - 1995
VL - 42
IS - 6
SP - 395
EP - 410
KW - generalized least squares; linear model; autoregressive error structure; two-stage GLS estimator; bootstrap approximation; simulation study; normal approximation
UR - http://eudml.org/doc/176621
ER -

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