Bootstrapping Macroeconometric Models

DOI10.2202/1558-3708.1110MaRDI QIDQ3368320zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrapstochastic simulationmacroeconometric models

Mathematics Subject Classification ID

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

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• Bootstrapping in multiplicative models
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• Modelling uncertainty: a recursive VAR bootstrapping approach
• A recursive three-stage least squares method for large-scale systems of simultaneous equations
• The bootstrap in econometrics
• Bootstrapping a hedonic price index: experience from used cars data

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