The Student's t Approximation in a Stationary First Order Autoregressive Model
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- Davidson, Russell & MacKinnon, James G., 1992.
"Regression-based methods for using control variates in Monte Carlo experiments,"
Journal of Econometrics,
Elsevier, vol. 54(1-3), pages 203-222.
- Russell Davidson & James G. Mackinnon, 1991. "Regression-Based Methods for Using Control Variates in Monte Carlo Experiments," Working Paper 803, Economics Department, Queen's University.
- Neil Kellard & Denise Osborn & Jerry Coakley & Nathan E. (Gene) Savin, 2015. "Papers with John," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 663-671, September.
- Atsushi Inoue & Lutz Kilian, 2019.
"The uniform validity of impulse response inference in autoregressions,"
Vanderbilt University Department of Economics Working Papers
19-00001, Vanderbilt University Department of Economics.
- Inoue, Atsushi & Kilian, Lutz, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
- Atsushi Inoue & Lutz Kilian, 2019. "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers 19-00001, Vanderbilt University Department of Economics.
- van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002. "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach," Journal of Econometrics, Elsevier, vol. 108(1), pages 133-156, May.
- Brunner, Allan D. & Hess, Gregory D., 1995. "Potential problems in estimating bilinear time-series models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 663-681, May.
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