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Bootstrapping the autoregressive structure of cross-country demand systems

Authors
Journal
Economics Letters
0165-1765
Publisher
Elsevier
Publication Date
Volume
24
Issue
2
Identifiers
DOI: 10.1016/0165-1765(87)90252-7

Abstract

Abstract A simulation based on Efron's (1979) bootstrapping technique suggests that the asymptotic chi-square distribution provides adequate confidence intervals for the autoregressive parameter in cross-country demand systems.

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