QUASI‐MAXIMUM LIKELIHOOD AND THE KERNEL BLOCK BOOTSTRAP FOR NONLINEAR DYNAMIC MODELS-Reference-Cited by-同舟云学术

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QUASI‐MAXIMUM LIKELIHOOD AND THE KERNEL BLOCK BOOTSTRAP FOR NONLINEAR DYNAMIC MODELS

Published:2021-01-06 Issue: Volume: Page:
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Parente Paulo M. D. C.¹^ORCID,Smith Richard J.²³⁴⁵^ORCID

Affiliation:

1. REM and CEMAPRE, ISEG, School of Economics and Management Universidade de Lisboa Lisboa Portugal

2. cemmap, U.C.L and I.F.S. London UK

3. Faculty of Economics University of Cambridge Cambridge UK

4. Department of Economics University of Melbourne Melbourne Victoria Australia

5. ONS Economic Statistics Centre of Excellence Cambridge UK

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12573

Reference66 articles.

1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

2. Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

3. the Block-Block Bootstrap: Improved Asymptotic Refinements

4. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

5. Some Asymptotic Theory for the Bootstrap

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A higher-order correct fast moving-average bootstrap for dependent data;Journal of Econometrics;2023-07

2. Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models;Journal of Business & Economic Statistics;2022-05-09

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