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A fast subsampling method for nonlinear dynamic models

Han Hong and Olivier Scaillet ()

Journal of Econometrics, 2006, vol. 133, issue 2, pages 557-578

Date: 2006
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Working Paper: A Fast Subsampling Method for Nonlinear Dynamic Models (2001) Downloads
Working Paper: A fast Subsampling Method for Nonlinear Dynamic Models (2001)
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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