Bootstrapping trending timevarying coefficient panel models with missing observations
Year of publication: |
2023
|
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Authors: | Lin, Yicong ; van der Sluis, Bernhard ; Friedrich, Marina |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | autoregressive wild bootstrap | confidence bands | cross-sectional and serial dependence | time-varying | missing observations |
Series: | Tinbergen Institute Discussion Paper ; TI 2023-079/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1876532009 [GVK] hdl:10419/282892 [Handle] |
Source: |
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