We Highlight a fast subsampling method that can be used to provide valid inference in nonlinear dynamic econometric models.
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Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number
2001.09.
Length: 32 pages Date of creation: 2001 Date of revision: Handle: RePEc:fth:ehecge:2001.09
Contact details of provider: Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse Web page: http://www.hec.unige.ch/ More information through EDIRC
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Find related papers by JEL classification: C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
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