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Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(oo) Models*

, и . International Economic Review, 43 (2): 309--331 (121 May 2002)doi: 10.1111/1468-2354.t01-1-00016.

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Atsushi Imai

Atsushi Imai

Heide Inoue

Tomoyuki Inoue

Norman Inoue

 

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