Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes

Donald Andrews (), Offer Lieberman and Vadim Marmer ()

Journal of Econometrics, 2006, vol. 133, issue 2, 673-702

Date: 2006
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Working Paper: Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:133:y:2006:i:2:p:673-702

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