Higher-order improvements of the parametric bootstrap for Markov processes
Donald W. K. Andrews
| Year of publication: |
2005
|
|---|---|
| Authors: | Andrews, Donald W. K. |
| Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 171-215
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| Subject: | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003351957