Simultaneous inference for time-varying models
Year of publication: |
2022
|
---|---|
Authors: | Karmakar, Sayar ; Richter, Stefan ; Wu, Wei Biao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 408-428
|
Subject: | Time-varying regression | Time-series models | Generalized linear models | Simultaneous confidence band | Gaussian approximation | Bootstrap | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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