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Conditional distribution resampling for time series

Author

Listed:
  • Cees Diks
  • Svetlana Borovkova

Abstract

No abstract is available for this item.

Suggested Citation

  • Cees Diks & Svetlana Borovkova, 2003. "Conditional distribution resampling for time series," Computing in Economics and Finance 2003 70, Society for Computational Economics.
  • Handle: RePEc:sce:scecf3:70
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    More about this item

    Keywords

    bootstrap; time series; nearest neigbors; kernel autoregression; conditional distributions;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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