Sieve bootstrap inference for linear time-varying coefficient models

DOI10.1016/j.jeconom.2022.09.004OpenAlexW4306958183MaRDI QIDQ6190946

Unnamed Author, Marina Friedrich

Publication date: 6 March 2024

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.09.004

zbMATH Keywords

sieve bootstrapnonparametric estimationemission tradingsimultaneous confidence bandsenergy economics

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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