How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
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- Jeremy Berkowitz & Lutz Kilian, 1996.
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- Tanaka, Katsuto, 1983. "Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean," Econometrica, Econometric Society, vol. 51(4), pages 1221-31, July.
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