A fast subsampling method for nonlinear dynamic models
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Publication:275251
DOI10.1016/j.jeconom.2005.06.003zbMath1345.62094OpenAlexW2063057816MaRDI QIDQ275251
F. Blanchet-Sadri, M. Dambrine
Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:5838
Applications of statistics to economics (62P20) General nonlinear regression (62J02) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (7)
Testing for the presence of jump components in jump diffusion models ⋮ A higher-order correct fast moving-average bootstrap for dependent data ⋮ Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models ⋮ Estimation and inference by stochastic optimization ⋮ Empirical likelihood block bootstrapping ⋮ Robust subsampling ⋮ Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
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