A simple bootstrap test for time series regression models
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Publication:4675952
DOI10.1080/10485250500039403zbMath1061.62048OpenAlexW2089205048MaRDI QIDQ4675952
Publication date: 6 May 2005
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250500039403
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
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Cites Work
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