9781288722167 - finance and economics discussion series: recent developments in bootstrapping time series von berkowitz, jeremy; kilian, lutz (1 Ergebnisse)

Finance and Economics Discussion Series: Recent Developments in Bootstrapping Time Series
United States Federal Reserve Board|Berkowitz, Jeremy|Kilian, Lutz
- Softcover
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EUR 20,07
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Kartoniert / Broschiert. Zustand: New. KlappentextIn 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.