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~isPartOf:"Econometric theory"
~person:"Rahbek, Anders"
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
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Rahbek, Anders
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A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
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