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validity of a test based on block multiplier bootstrap in the case of dependent data under some general mixing conditions. …
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comparative quantitative Analysis. In this paper we propose a new bootstrap, or Monte Carlo, approach to such problems …. Traditional bootstrap methods in this context file based on fitting a process chosen from a wide but relatively conventional range …
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rejection regions can be calculated by a simple parametric bootstrap procedure, when the sample size is small. The size and …
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-defined. Several bootstrap procedures are proposed. They alleviate the problem and allow reliable inference when the instruments are …
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