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

Utilizza questo identificativo per citare o creare un link a questo documento: http://elea.unisa.it/xmlui/handle/10556/3829

Titolo:	Weak consistent moving block bootstrap estimator for the variance of CLS estimators in a class of bilinear models
Autore:	Giordano, Francesco
Data:	2008
Citazione:	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
È visualizzato nelle collezioni:	DiSES Working Papers

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