文章基本信息
- 标题：Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
- 本地全文：下载
- 作者：Jae Kim
- 期刊名称：Economics Bulletin
- 电子版ISSN：1545-2921
- 出版年度：2005
- 卷号：3
- 出版社：Economics Bulletin
- 摘要：A bootstrap bias-correction method is applied to statistical inference in the regression model with autocorrelated errors. It is found that this method substantially reduces small-sample size distortions relative to alternative methods proposed in the literature.
- 关键词：Bias-correction
