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