Frequency Domain Local Bootstrap in long memory time series
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Cited by:
- Peter C. B. Phillips, 2021. "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 163-217, December.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2021-01-04 (Econometrics)
- NEP-ETS-2021-01-04 (Econometric Time Series)
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