Bootstrapping Autoregressive Processes with Possible Unit Roots
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Publication:5474969
DOI10.1111/1468-0262.00281zbMath1104.62325OpenAlexW2082703071MaRDI QIDQ5474969
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00281
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)
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