Sieve Bootstrap Inference Based on GMM Estimators of Time Series Data
碩士 === 國立政治大學 === 國際貿易研究所 === 93 === In this paper, we propose two types of sieve bootstrap, univariate and multivariate approach, for the generalized method of moments estimators of time series data. Compared with the nonparametric block bootstrap, the sieve bootstrap is in essence parametric, whic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89727532814698723993 |