The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation
| Year of publication: |
2003
|
|---|---|
| Authors: | Swanson, Norman R. ; Corradi, Valentina |
| Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
| Subject: | Bootstrap-Verfahren | Schätztheorie | Kausalanalyse | Prognoseverfahren | Theorie | block bootstrap | recursive estimation scheme | nonlinear causality | parameter estimation error | predictive density |
| Series: | Working Paper ; 2003-13 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 37546820X [GVK] hdl:10419/23170 [Handle] RePEc:rut:rutres:200313 [RePEc] |
| Classification: | C51 - Model Construction and Estimation ; C22 - Time-Series Models |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010263214