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Article
Title:
Block Bootstrap HAC Robust Tests: The Sophistication of the Naive Bootstrap
Authors:
Silvia Goncalves
(
U Montreal
)
Timothy J. Vogelsang
(
Michigan State U
)
Journal:
Econometric Theory
Year:
2011
Volume:
27
Pages:
745-791
JEL codes:
C15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods
C22 - Time-Series Models
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