Sieve-based inference for infinite-variance linear processes
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KeywordsBootstrap; Sieve autoregression; Infinite variance; Time Series;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-12-01 (All new papers)
- NEP-ECM-2015-12-01 (Econometrics)
- NEP-ETS-2015-12-01 (Econometric Time Series)
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