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http://elea.unisa.it/xmlui/handle/10556/3829| Title: | Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models |
| Authors: | Giordano, Francesco |
| Issue Date: | 2008 |
| 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. |
| 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. |
| URI: | http://elea.unisa.it:8080/xmlui/handle/10556/3829 http://dx.doi.org/10.14273/unisa-2051 |
| ISSN: | 1971-3029 |
| Appears in Collections: | DiSES Working Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 3.201_Giordano_Weak_consistent_moving_block_bootstrap_estimator_for_the_variance_of_CLS_estimators_in_a_class_of_bilinear_models.pdf | working paper | 221,85 kB | Adobe PDF | View/Open |
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