Bootstrapping the long run

Macroeconomic Dynamics

Volumn 1, Issue 2, 1997, Pages 279-311

  Conley, Timothy G ^a   Hansen, Lars Peter ^b,c   Liu, Wen Fang ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Bootstrap Refinements; Markov Diffusions; Nonparametric Time Series Estimation; Short Term Interest Rates; Statistical Inference

Indexed keywords

EID: 0031350984     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100597003015     Document Type: Article

References (29)

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