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The validity of bootstrap testing in the threshold framework
31 December 2021
S. Giannerini
Greta Goracci
Anders Rahbek
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Papers citing
"The validity of bootstrap testing in the threshold framework"
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Robust estimation for Threshold Autoregressive Moving-Average models
Greta Goracci
Davide Ferrari
S. Giannerini
F. Ravazzolo
52
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0
15 Nov 2022
1
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