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23-079/III - Bootstrapping trending time-varying coefficient panel models with missing observations

  • Authors
    Yicong Lin, Vrije Universiteit Amsterdam; Bernhard van der Sluis, Erasmus University Rotterdam; Marina Friedrich, Vrije Universiteit Amsterdam
  • Publication date
    December 15, 2023
  • Keywords
    autoregressive wild bootstrap, confidence bands, cross-sectional and serial dependence, time-varying, missing observations
  • JEL
    C14, C23
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