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THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS

✍ Scribed by Gonçalves, Sílvia

Book ID
124099914
Publisher
Cambridge University Press
Year
2011
Tongue
English
Weight
472 KB
Volume
27
Category
Article
ISSN
0266-4666

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✍ Soumendra Nath Lahiri 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 870 KB

where x i 's are known p\_1 vectors, ; is a p\_1 vector of parameters, and = 1 , = 2 , ... are stationary, strongly mixing random variables. Let ; n denote an M-estimator of ; corresponding to some score function . Under some conditions on , x i 's and = i 's, a two-term Edgeworth expansion for Stud