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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)
Date: 2001
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Journal Article: A fast subsampling method for nonlinear dynamic models (2006) Downloads
Working Paper: A Fast Subsampling Method for Nonlinear Dynamic Models (2001) Downloads
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