BOOTSTRAPPING THE LONG RUN
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Publication:4233494
DOI10.1017/S1365100597003015zbMath0917.90033MaRDI QIDQ4233494
Lars Peter Hansen, Timothy G. Conley, Wenfang Liu
Publication date: 16 March 1999
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
statistical inferencediffusion modelsbootstrap methodsshort-term interest ratesMarkov diffusionsnonparametric time-series estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)
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