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| Jae Kim |
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| ''Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors'' |
| ( 2005, Vol. 3 No.44 ) |
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| 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. |
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| Keywords: Bias-correction |
JEL: C2 - Single Equation Models; Single Variables: General
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| Manuscript Received : Sep 19 2005 | | Manuscript Accepted : Sep 20 2005 |
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