Open AccessOn the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series
Author(s) -
Jeremy Berkowitz,
Ionel Birgean,
Lutz Kilian
Publication year - 1999
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1999.04
Subject(s) - nonparametric statistics , resampling , autoregressive model , series (stratigraphy) , algorithm , inference , econometrics , computer science , time series , benchmark (surveying) , statistics , mathematics , artificial intelligence , paleontology , biology , geodesy , geography