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The validity of bootstrap testing for threshold autoregression
by
Giannerini
,
Simone
,
Goracci, Greta
,
Rahbek, Anders
Published in
Journal of Econometrics
(2023)
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...
Giannerini
,
Simone
...
”
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Bootstrap test Threshold autoregressive models Law of large numbers Heteroskedasticity Greenland ice sheet
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