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Modelling uncertainty: a recursive VAR bootstrapping approach - MaRDI portal

Modelling uncertainty: a recursive VAR bootstrapping approach (Q1934802)

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scientific article; zbMATH DE number 6132408
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English
Modelling uncertainty: a recursive VAR bootstrapping approach
scientific article; zbMATH DE number 6132408

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    Modelling uncertainty: a recursive VAR bootstrapping approach (English)
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    29 January 2013
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    nominal uncertainty
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    real uncertainty
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    structural VAR
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    wild bootstrap
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