The grid bootstrap and the autoregressive model
Year of publication: |
1999
|
---|---|
Authors: | Hansen, Bruce E. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 81.1999, 4, p. 594-607
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Nationaleinkommen | National income | Geldumlaufgeschwindigkeit | Velocity of money | Schätzung | Estimation | USA | United States | 1869-1988 |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: The review of economics and statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The grid bootstrap and the autoregressive model
Hansen, Bruce E., (1998)
-
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz, (1999)
-
Growth accounting and regressions : new approach and results
Sequeira, Tiago Neves, (2020)
- More ...
-
Model averaging, asymptotic risk, and regressor groups
Hansen, Bruce E., (2014)
-
residual-Based Tests for Cointegration in Models with Regime Shifts
w. Gregory, Allan, (1992)
-
Hansen, Bruce E., (1997)
- More ...