Bootstrap inference in time series econometrics
This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. Stud...
| Main Author: | |
|---|---|
| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
1998
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-661 http://nbn-resolving.de/urn:isbn:91-7258-476-9 |