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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 Estadística

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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