Autoregressive wild bootstrap inference for nonparametric trends

Marina Friedrich*, Stephan Smeekes, Jean-Pierre Urbain

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)81-109
Number of pages29
JournalJournal of Econometrics
Volume214
Issue number1
DOIs
Publication statusPublished - Jan 2020

Keywords

  • Autoregressive wild bootstrap
  • Nonparametric estimation
  • Time series
  • Simultaneous confidence bands
  • Trend estimation

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