Efficient bootstrap with weakly dependent processes

DOI10.1016/j.csda.2010.07.021zbMath1255.62080OpenAlexW2102075054MaRDI QIDQ1927125

Francesco Bravo, Federico Crudu

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11365/1005853

zbMATH Keywords

hypothesis testingGMM\(\alpha\)-mixingGELconsumption CAPM

Mathematics Subject Classification ID

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