LSEbootLS

Bootstrap Methods for Regression Models with Locally Stationary Errors

CRAN Package

Implements bootstrap methods for linear regression models with errors following a time-varying process, focusing on approximating the distribution of the least-squares estimator for regression models with locally stationary errors. It enables the construction of bootstrap and classical confidence intervals for regression coefficients, leveraging intensive simulation studies and real data analysis.


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  • Depends1 package
  • Imports6 packages
  • Suggests1 package