Improved nonparametric confidence intervals in time series regressions
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- dc.contributor.author Romano, Joseph P.ca
- dc.contributor.author Wolf, Michaelca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 2002-07-01ca
- dc.date.modified 2016-09-29T02:50:20Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=635ca
- dc.identifier.citation Journal of Nonparametric Statistics, Volume 18, Number 2, February 2006, pp. 199-214ca
- dc.identifier.uri http://hdl.handle.net/10230/1246ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 635ca
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
- dc.subject.keyword bootstrapca
- dc.subject.keyword confidence intervalsca
- dc.subject.keyword studentizationca
- dc.subject.keyword time series regressionsca
- dc.subject.keyword prewhiteningca
- dc.title Improved nonparametric confidence intervals in time series regressionsca
- dc.type info:eu-repo/semantics/workingPaperca