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subject:"Simulation"
isPartOf:"Bootstrap inference in time series econometrics"
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Bootstrap inference in time series econometrics
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Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
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Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
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1998
Persistent link: https://www.econbiz.de/10001304239
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