Listar INIT_Articles por fuente "FERREIRA, Guillermo, et al. Bootstrapping regression models with locally stationary disturbances. TEST, 2020, p. 1-23"
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Bootstrapping regression models with locally stationary disturbances
Springer (2020)A linear regression model with errors following a time-varying process is considered.In this class of models, the smoothness condition both in the trend function and inthe correlation structure of the error term ensures ...