The following pages link to BOOTSTRAPPING THE LONG RUN (Q4233494):
Displaying 7 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Monetary policy regimes and the term structure of interest rates (Q386942) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- No-arbitrage macroeconomic determinants of the yield curve (Q736697) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)