Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series
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Cites work
- scientific article; zbMATH DE number 469380 (Why is no real title available?)
- A time varying approach to the stock return-inflation puzzle
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- Sieve bootstrap for smoothing in nonstationary time series
- Sieve bootstrap inference for linear time-varying coefficient models
- Simultaneous inference of linear models with time varying coefficients
- Simultaneous inference for time-varying models
- The dependent wild bootstrap
- The jackknife and the bootstrap for general stationary observations
- Time-varying cointegration with an application to the UK Great Ratios
- Time-varying multivariate causal processes
- Trending time-varying coefficient time series models with serially correlated errors
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