Bootstrapping Macroeconometric Models
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DOI: 10.2202/1558-3708.1110
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- Ray Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management, revised 01 Aug 2007.
- Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation for Research in Economics, Yale University, revised Jun 2003.
References listed on IDEAS
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Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 35(4), pages 615-645, November.
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"Recent developments in bootstrapping time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
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Citations
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Cited by:
- Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper 112.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 21-43, February.
- Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008.
"A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, August.
- Kevin Hoover & Selva Demiralp & Stephen J. Perez, 2006. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Working Papers 233, University of California, Davis, Department of Economics.
- Dag Kolsrud, 2015. "A Time‐Simultaneous Prediction Box for a Multivariate Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(8), pages 675-693, December.
- Fair, Ray C., 2021. "Trade models and macroeconomics," Economic Modelling, Elsevier, vol. 94(C), pages 296-302.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013.
"Estimation of the spatial weights matrix under structural constraints,"
Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," SIRE Discussion Papers 2011-48, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Chris Jensen-Butler, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics 254, Economic Studies, University of Dundee.
- Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper 112, CPB Netherlands Bureau for Economic Policy Analysis.
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JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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