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Publication:2767969
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zbMath0995.62044MaRDI QIDQ2767969

Ionel Birgean, Lutz Kilian, Jeremy Berkowitz

Publication date: 10 October 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationsmacroeconomic time seriesARMA representationsautoregressive sieve


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (5)

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form ⋮ Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH ⋮ A new bootstrap-based forecast evaluation method tested on time series ⋮ A new method for estimating the forecast quality with consideration for the errors of calculating the unknown parameters ⋮ Linear bootstrap methods for vector autoregressive moving-average models




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