| dc.contributor.author | Giordano, Francesco | |
| dc.date.accessioned | 2019-11-08T14:12:04Z | |
| dc.date.available | 2019-11-08T14:12:04Z | |
| dc.date.issued | 2005 | |
| dc.identifier.citation | Giordano, F. (2005). “Weak consistent moving block bootstrap estimator of sampling distribution of CLS estimators in a class of bilinear models”. DISES Working Paper 3.168, 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/10556/3851 | |
| dc.identifier.uri | http://dx.doi.org/10.14273/unisa-2073 | |
| dc.description.abstract | Grahn, (1995) introduced the Conditional Least Squares estimators for the
class (I) of bilinear models. Such estimators have a variance which is difficulty
to derive analytically. The aim of the present paper is to consider the
conditions under which to apply the Moving Block Bootstrap to estimate the
variance and we show the weak consistency of the above bootstrap method
relatively to the sampling distribution of CLS estimators. An important consequence
is to select the length of the Blocks by a theoretical Influence
function. | it_IT |
| dc.format.extent | 30 p. | it_IT |
| dc.language.iso | en | it_IT |
| dc.relation.ispartof | Working Papers ; 3.168 | it_IT |
| dc.source | UniSa. Sistema Bibliotecario di Ateneo | it_IT |
| dc.subject | Bilinear model | it_IT |
| dc.subject | Moving Block Bootstrap | it_IT |
| dc.subject | CLS estimator | it_IT |
| dc.title | Weak consistent moving block bootstrap estimator of sampling distribution of CLS estimators in a class of bilinear models | it_IT |
| dc.type | Working Paper | it_IT |
