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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Hsu, Yu-Chin"
~person:"Nielsen, Morten Ørregaard"
~subject:"Counterfactual analysis"
~subject:"Regressionsanalyse"
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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