Bootstrapping GMM estimators for time series
Atsushi Inoue, Mototsugu Shintani
| Year of publication: |
2006
|
|---|---|
| Authors: | Inoue, Atsushi ; Shintani, Mototsugu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 531-555
|
| Subject: | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003359566