EconStor >
Rutgers University >
Department of Economics, Rutgers University >
Working Papers, Department of Economics, Rutgers University >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/23170
  
Title:The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation PDF Logo
Authors:Swanson, Norman R.
Corradi, Valentina
Issue Date:2003
Series/Report no.:Working papers / Rutgers University, Department of Economics 2003,13
Abstract:n.a.
Subjects:block bootstrap
recursive estimation scheme
nonlinear causality
parameter estimation error
predictive density
JEL:C51
C22
Document Type:Working Paper
Appears in Collections:Working Papers, Department of Economics, Rutgers University

Files in This Item:
File Description SizeFormat
2003-13.pdf419.81 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/23170

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.