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On the bootstrap in misspecified regression models

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URI: https://hdl.handle.net/10016/10429
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ws9619.pdf (253.45 KB)
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1996-03
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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.
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Asymptotic inference, Confidence ellipsoids, Least squares estimation, Mallows distance, Resampling
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DES - Working Papers. Statistics and Econometrics. WS