Sfoglia DiSES Working Papers per Soggetto "CLS estimator"

Items 1-1 di 1

Weak consistent moving block bootstrap estimator of sampling distribution of CLS estimators in a class of bilinear models

Giordano, Francesco (2005)

Grahn, (1995) introduced the Conditional Least Squares estimators for the class (I) of bilinear models. Such estimators have a variance which is difficulty to derive analytically. The aim of the present paper is to ...