A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Year of publication: |
2021
|
---|---|
Authors: | Cavaliere, Giuseppe ; Rahbek, Anders |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 37.2021, 1, p. 1-48
|
Subject: | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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