Strong Laws for Dependent Heterogeneous Processes
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 7 (1991)
Issue (Month): 02 (June)
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- de Jong, Robert M., 1996. "A strong law of large numbers for triangular mixingale arrays," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 1-9, March.
- Sílvia Gonçalves & Halbert White, 2001.
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- Allan w. Gregory & Bruce E. Hansen, 1992. "residual-Based Tests for Cointegration in Models with Regime Shifts," Working Papers 862, Queen's University, Department of Economics.
- GONÇALVES, Silvia & WHITE, Halbert, 2001.
"The Bootstrap of Mean for Dependent Heterogeneous Arrays,"
Cahiers de recherche
2001-19, Universite de Montreal, Departement de sciences economiques.
- Goncalves, S. & White, H., 2001. "The Bootstrap of Mean for Dependent Heterogeneous Arrays," Cahiers de recherche 2001-19, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- PREMINGER, Arie & HAFNER, Christian M., 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," CORE Discussion Papers 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bruce E. Hansen, 2000.
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- Pitarakis, Jean-Yves, 2012. "Functional cointegration: definition and nonparametric estimation," MPRA Paper 38846, University Library of Munich, Germany.
- Jong, R.M., 1991. "Laws of large numbers for dependent heterogeneous processes," Serie Research Memoranda 0088, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
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