Autoregressive wild bootstrap inference for nonparametric trends
Marina Friedrich, Stephan Smeekes, Jean-Pierre Urbain
| Year of publication: |
2020
|
|---|---|
| Authors: | Friedrich, Marina ; Smeekes, Stephan ; Urbain, Jean-Pierre |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 1, p. 81-109
|
| Subject: | Autoregressive wild bootstrap | Nonparametric estimation | Simultaneous confidence bands | Time series | Trend estimation | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtparametrische Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438108