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Romano, Joseph P.
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Improved Nonparametric Confidence Intervals in Time Series Regressions
Romano, Joseph P.
;
Wolf, Michael
-
Institut für Volkswirtschaftslehre, …
-
2006
empirical studies. This paper suggests using the studentized block
bootstrap
and discusses practical issues, such as the choice …
Persistent link: https://www.econbiz.de/10005627884
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