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

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