Finance and Economics Discussion Series: Recent Developments in Bootstrapping Time Series by Jeremy Berkowitz, Lutz Kilian

Finance and Economics Discussion Series: Recent Developments in Bootstrapping Time Series

Jeremy Berkowitz, Lutz Kilian

52 pages missing pub info (editions)

nonfiction politics

Description

In recent years, several new parametric and nonparametric bootstrap methods have been proposed for time series data. Which of these methods should applied researchers use? We provide evidence that for many applications in time series econometrics ...

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