Bootstrapping GMM estimators for time series
Year of publication: |
2006
|
---|---|
Authors: | Inoue, Atsushi ; Shintani, Mototsugu |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 531-555
|
Subject: | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach |
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