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Title:The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation PDF Logo
Authors:Swanson, Norman R.
Corradi, Valentina
Issue Date:2003
Series/Report no.:Working papers / Rutgers University, Department of Economics 2003,13
Subjects:block bootstrap
recursive estimation scheme
nonlinear causality
parameter estimation error
predictive density
Document Type:Working Paper
Appears in Collections:Working Papers, Department of Economics, Rutgers University

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