Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models

Please use this identifier to cite or link to this item: http://elea.unisa.it/xmlui/handle/10556/3829

Full metadata record

DC Field	Value	Language
dc.date.accessioned	2019-11-08T14:02:09Z	-
dc.date.available	2019-11-08T14:02:09Z	-
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.language.iso	en	it_IT
dc.relation.ispartof	Working Papers ; 3.201	it_IT
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.title	Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models	it_IT
dc.source	UniSa. Sistema Bibliotecario di Ateneo	it_IT
dc.contributor.author	Giordano, Francesco	-
dc.date.issued	2008	-
dc.identifier.uri	http://elea.unisa.it:8080/xmlui/handle/10556/3829	-
dc.identifier.uri	http://dx.doi.org/10.14273/unisa-2051	-
dc.type	Working Paper	it_IT
dc.format.extent	32 p.	it_IT
dc.identifier.issn	1971-3029	it_IT
Appears in Collections:	DiSES Working Papers

Files in This Item:

File	Description	Size	Format
WORKING PAPER 3.201.pdf	WORKING PAPER 3.201	221.85 kB	Adobe PDF	View/Open

DSpace JSPUI