A fast subsampling method for nonlinear dynamic models

DOI10.1016/j.jeconom.2005.06.003zbMath1345.62094OpenAlexW2063057816MaRDI QIDQ275251

F. Blanchet-Sadri, M. Dambrine

Publication date: 25 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5838

zbMATH Keywords

subsamplingnonlinear dynamic modelssimulation based estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02) Bootstrap, jackknife and other resampling methods (62F40)

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