Wild multiplicative bootstrap for M and GMM estimators in time series
Year of publication: |
2019
|
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Authors: | Audrino, Francesco ; Camponovo, Lorenzo ; Roth, Constantin |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 1, p. 165-186
|
Subject: | M and GMM estimators | time series | wild bootstrap | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach |
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