Sökning: "Mikael P. Gredenhoff"

Hittade 1 avhandling innehållade orden Mikael P. Gredenhoff.

1. 1. Bootstrap inference in time series econometrics

   Författare :Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. LÄS MER