A fast Subsampling Method for Nonlinear Dynamic Models

Han Hong, Olivier Scaillet and E. Tamer

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: We Highlight a fast subsampling method that can be used to provide valid inference in nonlinear dynamic econometric models.

Keywords: SAMPLING; LINEAR MODELS; SIMULATION; ESTIMATION (search for similar items in EconPapers)
JEL-codes: C12 C15 C22 C52 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2001
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: A fast subsampling method for nonlinear dynamic models (2006)
Working Paper: A Fast Subsampling Method for Nonlinear Dynamic Models (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:2001.09

Access Statistics for this paper

More papers in Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve- Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().