Inference Under Random Limit Bootstrap Measures
From MaRDI portal
Publication:4992194
DOI10.3982/ECTA16557zbMath1467.62066arXiv1911.12779MaRDI QIDQ4992194
Iliyan Georgiev, Giuseppe Cavaliere
Publication date: 7 June 2021
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.12779
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Convergence of probability measures (60B10)
Related Items (6)
Bootstrap inference under cross‐sectional dependence ⋮ Bootstrap inference for Hawkes and general point processes ⋮ An identification and testing strategy for proxy-SVARs with weak proxies ⋮ Bootstrapping non-stationary stochastic volatility ⋮ Canonical quantile regression ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach
This page was built for publication: Inference Under Random Limit Bootstrap Measures