A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
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DOI: 10.26481/umagsb.2014008
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-03-22 (Econometrics)
- NEP-ETS-2014-03-22 (Econometric Time Series)
- NEP-ORE-2014-03-22 (Operations Research)
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