Bootstrap Probability Errors of the Whittle MLE for Linear Regression Processes with Strongly Dependent Disturbances
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- Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006.
"Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 673-702, August.
- Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.
- Lahiri, S. N., 1993. "On the moving block bootstrap under long range dependence," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 405-413, December.
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JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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