Asymptotically valid bootstrap inference for proxy SVARs
Year of publication: |
2022
|
---|---|
Authors: | Jentsch, Carsten ; Lunsford, Kurt G. |
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 |
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