Finance and Economics Discussion Series: On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series by Jeremy Berkowitz

Finance and Economics Discussion Series: On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series

Jeremy Berkowitz

40 pages missing pub info (editions)

nonfiction politics

Description

In recent years, there has been increasing interest in nonparametric bootstrap inference for economic time series. Nonparametric resampling techniques help protect against overly optimistic inference in time series models of unknown structure. The...

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