Frequency domain bootstrap for the fractional cointegration regression (Q1929122)
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scientific article; zbMATH DE number 6122361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Frequency domain bootstrap for the fractional cointegration regression |
scientific article; zbMATH DE number 6122361 |
Statements
Frequency domain bootstrap for the fractional cointegration regression (English)
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7 January 2013
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bootstrap methods
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frequency domain
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