A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions (Q6395595)

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A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
preprint article from arXiv

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    4 April 2022
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    econ.EM
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    math.ST
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    stat.TH
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    Karsten Reichold
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    Carsten Jentsch
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