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Volumn 20, Issue 2, 2002, Pages 254-268
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Bootstrap-based inference in models with a nearly noninvertible moving average component
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Author keywords
Local to unity asymptotics; Near unit root process; Resampling method
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Indexed keywords
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EID: 0036005158
PISSN: 07350015
EISSN: None
Source Type: Journal
DOI: 10.1198/073500102317351994 Document Type: Article |
Times cited : (5)
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References (41)
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