Bootstrap-based tests for deterministic time-varying coefficients in regression models

DOI10.1016/j.csda.2008.09.006zbMath1452.62927OpenAlexW2091054566MaRDI QIDQ961146

George Kapetanios

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.09.006

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

Sieve bootstrap inference for linear time-varying coefficient models

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