Autoregressive wild bootstrap inference for nonparametric trends
Year of publication: |
2020
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Authors: | Friedrich, Marina ; Smeekes, Stephan ; Urbain, Jean-Pierre |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 1, p. 81-109
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Subject: | Autoregressive wild bootstrap | Nonparametric estimation | Simultaneous confidence bands | Time series | Trend estimation | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Nichtparametrische Schätzung | Nichtparametrisches Verfahren | Nonparametric statistics | Intervallschätzung | Interval estimation |
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