A fast Subsampling Method for Nonlinear Dynamic Models.

We Highlight a fast subsampling method that can be used to provide valid inference in nonlinear dynamic econometric models.

Year of publication:	2001
Authors:	Hong, H. ; Scaillet, O. ; Tamer, E.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	SAMPLING \| LINEAR MODELS \| SIMULATION \| ESTIMATION

Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	32 pages
Classification:	C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634253