Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inconsistency of bootstrap for nonstationary, vector autoregressive processes |
scientific article |
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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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