Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
Year of publication: |
2000-12-01
|
---|---|
Authors: | Goncalves, Silvia ; White, Halbert |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | block bootstrap | quasi maximum likelihood estimator | nonlinear dynamic model | near epoch dependence | Wald test |
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