Bootstrap Methods for Regression Models with Locally Stationary Errors

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.


Reference manual

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install.packages("LSEbootLS")

0.1.0 by Nicolas Loyola, 2 years ago


Browse source code at https://github.com/cran/LSEbootLS


Authors: Guillermo Ferreira [aut] , Joel Muñoz [aut] , Nicolas Loyola [aut, cre]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports foreach, doRNG, stats, parallel, LSTS, tibble, iterators, rlecuyer

Depends on doParallel

Suggests testthat


See at CRAN