Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models
Liu-Evans, Gareth D., Phillips, Garry D. A.Volume:
4
Language:
english
Journal:
Journal of Time Series Econometrics
DOI:
10.1515/1941-1928.1122
Date:
January, 2012
File:
PDF, 970 KB
english, 2012