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The grid bootstrap and the autoregressive model. (1998). Hansen, Bruce.
In: Working papers.
RePEc:att:wimass:199826.

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  1. Exact confidence intervals for impulse responses in a Gaussian vector autoregression. (2000). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:682.

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  2. Subsampling intervals in autoregressive models with linear time trend. (1999). Wolf, Michael ; Romano, Joseph P.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:6400.

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