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~isPartOf:"Econometric reviews"
~person:"Andrews, Donald W. K."
~person:"Dufour, Jean-Marie"
~person:"Kleijnen, Jack P. C."
~person:"MacKinnon, James G."
~type:"article"
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Bootstrap approach
4
Bootstrap-Verfahren
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2
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1
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Andrews, Donald W. K.
Dufour, Jean-Marie
Kleijnen, Jack P. C.
MacKinnon, James G.
Taylor, Robert
6
Cavaliere, Giuseppe
5
Davidson, Russell
5
Kilian, Lutz
4
Smeekes, Stephan
3
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2
Camponovo, Lorenzo
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2
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2
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1
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Econometric reviews
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11
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4
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
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Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
2
Bootstrap
confidence sets with weak instruments
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 651-675
Persistent link: https://www.econbiz.de/10010363895
Saved in:
3
Fast double
bootstrap
tests of nonnested linear regression models
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 419-429
Persistent link: https://www.econbiz.de/10001718222
Saved in:
4
Bootstrap
tests : how many bootstraps?
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10001455660
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