Bootstrap inference and diagnostics in state space models : With applications to dynamic macro models
| Year of publication: |
2021
|
|---|---|
| Authors: | Angelini, Giovanni ; Cavaliere, Giuseppe ; Fanelli, Luca |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2021, 1 (04.10.), p. 3-22
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2843 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012632824