𝔖 Bobbio Scriptorium
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00/03702 Dynamic energy-demand models: a comparison

Book ID
103507749
Publisher
Elsevier Science
Year
2000
Weight
206 KB
Volume
41
Category
Article
ISSN
0140-6701

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Finite sample inference methods for dyna
Finite sample inference methods for dynamic energy demand models
✍ Jean-Thomas Bernard; Nadhem Idoudi; Lynda Khalaf; ClΓ©ment YΓ©lou πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 147 KB

## Abstract This paper considers finite sample motivated inference methods in dynamic energy demand models, in which case commonly used econometric methods remain asymptotic. We focus on structural stability, and on exact confidence set estimation of elasticities. We account for intractable and nui