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subject:"Bootstrap-Verfahren"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working paper"
~person:"Cho, Jin Seo"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastic process"
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Bootstrap-Verfahren
Monte-Carlo-Simulation
Stochastic process
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Estimation theory
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Cho, Jin Seo
Kleijnen, Jack P. C.
21
Andrews, Donald W. K.
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Kapetanios, George
9
Phillips, Peter C. B.
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Beers, Wim C. M. van
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Chen, Xiaohong
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Mehdad, Ehsan
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Moundigbaye, Mantobaye
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Reed, W. Robert
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Bettonvil, Bert
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Boldea, Otilia
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Camponovo, Lorenzo
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Chang, Yoosoon
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Del Castillo, Enrique
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Dellino, Gabriella
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Guggenberger, Patrik
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Lieberman, Offer
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Linton, Oliver
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Meloni, Carlo
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Messemer, Clarisse
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Otsu, Taisuke
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Parks, Richard W.
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Pouzo, Demian
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Rothfelder, Mario
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Van Nieuwenhuyse, Inneke
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Whang, Yoon-jae
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Yu, Ping
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Anderson, Richard G.
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Deflandre, David
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Cowles Foundation discussion paper
Discussion paper / Center for Economic Research, Tilburg University
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Testing equality of covariance matrices via pythagorean means
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010470643
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