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01-119/4 - How to implement the Bootstrap in Static or Stable Dynamic Regression Models


  • Authors
    Noud P.A. van Giersbergen, University of Amsterdam; Jan F. Kiviet, University of Amsterdam
  • Publication date
    December 6, 2001
  • Keywords
    Asymptotic rejection probabilities; Autoregressive models; Bootstrap; Hypothesis testing; Resampling schemes
  • JEL
    C12; C15; C22