Finance and Economics Discussion Series: Recent Developments in Bootstrapping Time Series

by Jeremy Berkowitz and Lutz Kilian

In recent years, several new parametric and nonparametric bootstrap methods have been proposed for time series data. Which of these methods should applied researchers use? We provide evidence that for... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288722168
• ISBN13: 9781288722167
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 52 Pages
• Weight: 0.24 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"