Incontro Macroeconometrics/Time-series reading group
5 maggio 2022
Presenter: Pierluigi Vallarino (Aarhus University).
- 17:00 - 18:00
- In presenza : Microsoft Teams Meeting
- In italiano e inglese
Programma
Paper: Cavaliere, G., Nielse, H. B., Pedersen, R. S., & Rahbek, A. (2020). Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models. Journal of Econometrics.