Simultaneous inference for time-varying models
Sayar Karmakar, Stefan Richter, Wei Biao Wu
| Year of publication: |
2022
|
|---|---|
| Authors: | Karmakar, Sayar ; Richter, Stefan ; Wu, Wei Biao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 408-428
|
| Subject: | Time-varying regression | Time-series models | Generalized linear models | Simultaneous confidence band | Gaussian approximation | Bootstrap | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442109