文章基本信息

标题：Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
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作者：Jae Kim
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2005
卷号：3
出版社：Economics Bulletin
摘要：A bootstrap bias-correction method is applied to statistical inference in the regression model with autocorrelated errors. It is found that this method substantially reduces small-sample size distortions relative to alternative methods proposed in the literature.
关键词：Bias-correction