A Note on Autoregressive Modeling
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 10 (1994)
Issue (Month): 05 (December)
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- D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2012.
"Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes,"
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[Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
- Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
- Smeekes Stephan, 2009. "Detrending Bootstrap Unit Root Tests," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes, 2013.
"Detrending Bootstrap Unit Root Tests,"
Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
- D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012. "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers 8/12, Monash University, Department of Econometrics and Business Statistics.
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