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BOOTARMODEL—Parametric bootstrap for Autoregression

https://www.estima.com/forum/viewtopic.php?t=3770

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BOOTARMODEL—Parametric bootstrap for Autoregression

Posted: Fri Aug 02, 2024 12:05 pm
by TomDoan
BOOTARMODEL.RPF does a parametric bootstrap for an AR(1) model.

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