External Instruments, Mixing, Proxy Variables, Residual-Based Moving Block Bootstrap, Structural Vector Autoregression, Wild Bootstrap
fiscal policy, mixing, residual-based moving block bootstrap, structural vector autoregression, tax shocks, wild bootstrap
Empirical characteristic function, local stationarity, α‐stable distributions, distance correlation, minimum distance estimation, asymptotic theory
Fourier transforms, irregular sampling, nonstationarity, stationary random fields, spectral density, orthogonal samples
Block bootstrap, bootstrap consistency, spurious regression, functional limit theorem, continuous‐path block bootstrap, model‐based block bootstrap subclass
Hypothesis testing, testing for stationarity, testing for periodic stationarity, periodic time series, multivariate time series, linear process, spectral density matrix, kernel spectral density estimates, hybrid bootstrap
