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"Block wild bootstrap-based CUSUM tests robust to high persistence and ..."

Taewook Lee, Changryong Baek (2020)

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DOI: 10.1016/J.CSDA.2020.106996

access: closed

type: Journal Article

metadata version: 2020-06-22

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Taewook Lee, Changryong Baek:
Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification. Comput. Stat. Data Anal. 150: 106996 (2020)

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