Macroeconometrics/Time-series reading group

Presenter: Pierluigi Vallarino (Aarhus University)

Data: 05 maggio 2022 dalle 17:00 alle 18:00
Luogo: Microsoft Teams Meeting

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.