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Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, D.S., Grose, Simone D., Martin, Gael M.Volume:
188
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.03.045
Date:
September, 2015
File:
PDF, 1.24 MB
english, 2015