Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; … - In: Journal of Applied Econometrics 22 (2007) 7, pp. 1211-1226
This paper considers finite sample motivated inference methods in dynamic energy demand models, in which case commonly used econometric methods remain asymptotic. We focus on structural stability, and on exact confidence set estimation of elasticities. We account for intractable and nuisance...