Bootstrapping Macroeconometric Models

DOI10.2202/1558-3708.1110zbMATH Open1080.91552OpenAlexW3125977625MaRDI QIDQ3368320FDOQ3368320

Authors: Ray C. Fair 

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d13/d1345.pdf

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zbMATH Keywords

bootstrapstochastic simulationmacroeconometric models

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cited In (7)

• The bootstrap in econometrics
• Bootstrapping in multiplicative models
• Stochastic ceteris paribus simulations
• Modelling uncertainty: a recursive VAR bootstrapping approach
• Title not available (Why is that?)
• A recursive three-stage least squares method for large-scale systems of simultaneous equations
• Bootstrapping a hedonic price index: experience from used cars data

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