| dc.contributor.author | Giordano, Francesco | |
| dc.date.accessioned | 2019-11-08T14:02:09Z | |
| dc.date.available | 2019-11-08T14:02:09Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | Giordano, F. (2008). “Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models”. DISES Working Paper 3.201, Università degli Studi di Salerno, Dipartimento di Scienze Economiche e Statistiche. | it_IT |
| dc.identifier.issn | 1971-3029 | it_IT |
| dc.identifier.uri | http://elea.unisa.it:8080/xmlui/handle/10556/3829 | |
| dc.identifier.uri | http://dx.doi.org/10.14273/unisa-2051 | |
| dc.description.abstract | Grahn (1995) introduced the Conditional Least Squares estimators for the
class (I) of bilinear models. These estimators have a variance which is difficulty
to derive analytically. In this paper we derive the conditions for the
Moving Block Bootstrap estimator of the variance and we show its weak
consistency. | it_IT |
| dc.format.extent | 32 p. | it_IT |
| dc.language.iso | en | it_IT |
| dc.relation.ispartof | Working Papers ; 3.201 | it_IT |
| dc.source | UniSa. Sistema Bibliotecario di Ateneo | it_IT |
| dc.title | Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models | it_IT |
| dc.type | Working Paper | it_IT |
