Asymptotically valid bootstrap inference for proxy SVARs
Carsten Jentsch and Kurt G. Lunsford
| Year of publication: |
2022
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|---|---|
| Authors: | Jentsch, Carsten ; Lunsford, Kurt G. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1876-1891
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| Subject: | a-mixing | Anderson-Rubin confidence set | External instruments | Proxy variables | Residual-based moving block bootstrap | Weak proxy | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Induktive Statistik | Statistical inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1990770 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540527