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Search: subject:"pairwise bootstrap"
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GARCH
wild bootstrap
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Gonçalves, Sílvia
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
-
2002
pairwise
bootstrap
. In a simulation study all three procedures tend to be more accurate in small samples than the conventional …
Persistent link: https://www.econbiz.de/10011604242
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2
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
-
European Central Bank
-
2002
pairwise
bootstrap
. In a simulation study all three procedures tend to be more accurate in small samples than the conventional …
Persistent link: https://www.econbiz.de/10005816215
Saved in:
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