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~institution:"Geneva School of Economics and Management, Université de Genève"
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Geneva School of Economics and Management, Université de Genève
Institut für Schweizerisches Bankwesen <Zürich>
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National Centre of Competence in Research North South <Bern>
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Universität Zürich / Institut für Schweizerisches Bankwesen
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International Center for Financial Asset Management and Engineering
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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Tagung über die Strategieplanung in Universalbanken <1991, Bern>
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A fast Subsampling Method for Nonlinear Dynamic Models.
Hong, H.
;
Scaillet, O.
;
Tamer, E.
-
Geneva School of Economics and Management, Université …
-
2001
We Highlight a fast subsampling method that can be used to provide valid inference in nonlinear dynamic econometric models.
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