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Bootstrap
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HAC covariance matrix estimator
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dependent wild bootstrap
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DISCE - Working Papers del Dipartimento di Economia e Finanza
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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
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