Median unbiased forecasts for highly persistent autoregressive processes
Year of publication: |
2002
|
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Authors: | Gospodinov, Nikolaj |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 111.2002, 1, p. 85-101
|
Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach |
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