A consistent bootstrap test for conditional density functions with time-series data
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Publication:275271
DOI10.1016/j.jeconom.2005.06.016zbMath1345.62073OpenAlexW2002527646MaRDI QIDQ275271
Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.016
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Economic time series analysis (91B84)
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