A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data
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More about this item
KeywordsEconometric and statistical methods;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-12-26 (All new papers)
- NEP-CMP-2001-12-26 (Computational Economics)
- NEP-ECM-2001-12-26 (Econometrics)
- NEP-ETS-2001-12-26 (Econometric Time Series)
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