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Bootstrapping autoregression under non stationary volatility

Xu, ke Li

Bootstrapping autoregression under non stationary volatility 2008 - 2008 - 01-26 V. 11 Issue. 01

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Autoregression;Bootsrap;Deterministic trend;Mixed gaussian;Non stationary;Volatility;Robust inference;

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