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2302.01233
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Sparse High-Dimensional Vector Autoregressive Bootstrap
2 February 2023
R. Adámek
Stephan Smeekes
Ines Wilms
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Papers citing
"Sparse High-Dimensional Vector Autoregressive Bootstrap"
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Title
High-dimensional Data Bootstrap
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
Yuta Koike
22
28
0
19 May 2022
1
