An introduction to bootstrap theory in time series econometrics
by Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek
| Year of publication: |
[2020]
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Bohn Nielsen, Heino ; Rahbek, Anders |
| Publisher: |
Copenhagen, Denmark : Department of Economics, University of Copenhagen |
| Subject: | Bootstrap theory | Bootstrap implementation | Econometric time series analysis | Testing | Asymptotic theory | Autoregressive models | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Ökonometrie | Econometrics | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen : [Verlag nicht ermittelbar], ZDB-ID 2595081-2. - Vol. no. 20, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012319239