Mixed-scale jump regressions with bootstrap inference

Journal Article

Full Text

Duke Authors

Cited Authors

  • Li, J; Todorov, V; Tauchen, G; Chen, R

Published Date

  • December 2017

Published In

Volume / Issue

  • 201 / 2

Start / End Page

  • 417 - 432

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2017.08.017