This is a preview. Log in through your library . Abstract This paper considers the issue of bootstrap resampling in panel data sets. The availability of data sets with large temporal and ...
We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and ...
Bootstrap procedures for local projections typically rely on assuming that the data generating process (DGP) is a finite order vector autoregression (VAR), often taken to be that implied by the local ...
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