Bootstrapping Macroeconometric Models

Ray Fair ()

Yale School of Management Working Papers from Yale School of Management

Abstract: This paper outlines a complete bootstrapping approach to the estimation and analysis of macroeconometric models. It combines the bootstrapping literature initiated by Efron (1979) and the stochastic simulation literature initiated by Adelman and Adelman (1959).

Keywords: Bootstrapping; Stochastic Simulation (search for similar items in EconPapers)
JEL-codes: C15 (search for similar items in EconPapers)
Date: 2002-01-09

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Working Paper: Bootstrapping Macroeconometric Models (2003)
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Persistent link: http://EconPapers.repec.org/RePEc:ysm:somwrk:ysm254

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