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Bootstrap approach
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Higher order asymtotics and the bootstrap for empirical likelihood J tests
Bravo, Francesco
-
2000
Persistent link: https://www.econbiz.de/10001527218
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Efficient bootstrap with weakly dependent processes
Bravo, Francesco
;
Crudu, Federico
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2012
Persistent link: https://www.econbiz.de/10009535873
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Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco
;
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
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