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Search: subject:"dependent wild bootstrap"
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HAC covariance matrix estimator
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dependent wild bootstrap
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time series
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Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore
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Higher-order expansions and inference for panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452601
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2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011157184
Saved in:
4
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011739586
Saved in:
5
Heteroskedasticity-and-autocorrelation-consistent bootstrapping
Davidson, Russell
;
Monticini, Andrea
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011774249
Saved in:
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