23-049/III - Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence

• Authors
  Yicong Lin, Vrije Universiteit Amsterdam; Mingxuan Song, Vrije Universiteit Amsterdam
• Publication date
  August 23, 2023

• Keywords
  time-varying models, bootstrap inference, simultaneous confidence bands, energy market, nonlinear cointegration.
• JEL
  C14, C22, C63, Q56