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BOOTSTRAPPING THE LONG RUN - MaRDI portal

BOOTSTRAPPING THE LONG RUN (Q4233494)

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scientific article; zbMATH DE number 1264560
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English
BOOTSTRAPPING THE LONG RUN
scientific article; zbMATH DE number 1264560

    Statements

    title
    BOOTSTRAPPING THE LONG RUN (English)
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    author
    Timothy G. Conley
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    Lars Peter Hansen
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    Wenfang Liu
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    publication date
    16 March 1999
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    zbMATH Keywords
    Markov diffusions
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    nonparametric time-series estimation
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    short-term interest rates
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    bootstrap methods
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    diffusion models
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    statistical inference
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B82
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    62M10
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    zbMATH DE Number
    1264560
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