On the bootstrap in misspecified regression models
Santiago Velilla Cerdan
DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de EstadÃstica
Abstract:
A res amp ling method is introduced to approximate the asymptotic distribution of the least squares estimate when the fitted regression model is misspecified. Both theoretical and applied aspects are studied.
Keywords: Least; squares; estimation; Mallows; distance; Asymptotic; inference; Confidence; ellipsoids; Resampling (search for similar items in EconPapers)
Date: 1996-03
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:10429
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