Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555): Difference between revisions

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Latest revision as of 08:18, 19 December 2024

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Inconsistency of bootstrap for nonstationary, vector autoregressive processes
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    Inconsistency of bootstrap for nonstationary, vector autoregressive processes (English)
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    5 December 2005
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    bootstrap
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    nonstationary vector autoregression
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    causality test
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