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,