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Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm

✍ Scribed by Lutz Kilian

Book ID: 108549342
Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 427 KB
Volume: 19
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00107

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