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21-107/III - Sieve Bootstrap Inference for Time-Varying Coefficient Models

  • Authors
    Marina Friedrich, Vrije Universiteit Amsterdam, Tinbergen Institute; Yicong Lin, Vrije Universiteit Amsterdam
  • Publication date
    December 21, 2021
  • Keywords
    sieve bootstrap, nonparametric estimation, simultaneous confidence bands, energy economics, emission trading
  • JEL
    Q56, C14, C22,
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