A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

D. Ardia, L. Gatarek, L.F. Hoogerheide

Research output: Working paperProfessional

LanguageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages27
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-028/III

Cite this

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A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis. / Ardia, D.; Gatarek, L.; Hoogerheide, L.F.

Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-028/III).

Research output: Working paperProfessional

TY - UNPB

T1 - A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

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AU - Gatarek, L.

AU - Hoogerheide, L.F.

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Y1 - 2014

M3 - Working paper

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BT - A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

PB - Tinbergen Institute

CY - Amsterdam

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