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- W2050555747 abstract "In a simple autoregressive model with serially correlated errors, we evaluate size distortions resulting from the residual bootstrap when the Wold innovation is serially dependent and hence is expected to contaminate the inference. The small distortions caused by the presence of strong conditional heteroskedasticity or other nonlinearities can be partly removed further by using the wild bootstrap." @default.
- W2050555747 created "2016-06-24" @default.
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- W2050555747 date "2009-03-01" @default.
- W2050555747 modified "2023-10-18" @default.
- W2050555747 title "Robustness of residual-based bootstrap to the composition of serially correlated errors" @default.
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- W2050555747 doi "https://doi.org/10.1080/00949650701758290" @default.
- W2050555747 hasPublicationYear "2009" @default.
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