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| Bootstrap de blocs (de blocs mòbils i estacionari)× | Regressió per Mínims Quadrats Ordinàris (MQO)× | |
|---|---|---|
| Camp≠ | Estadística | Econometria |
| Família | Regression model | Regression model |
| Any d'origen≠ | 1989 | 2019 |
| Autor original≠ | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) | Wooldridge (textbook treatment); classical least squares |
| Tipus≠ | Resampling inference for dependent data | Linear regression |
| Font seminal≠ | Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Àlies≠ | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Relacionats | 5 | 5 |
| Resum≠ | Block bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by Politis and Romano (1994). | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
| ScholarGateConjunt de dades ↗ |
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