Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators

Publisher: John Wiley & Sons Inc

E-ISSN: 1368-423x|19|1|33-54

ISSN: 1368-4221

Source: THE ECONOMETRICS JOURNAL, Vol.19, Iss.1, 2016-02, pp. : 33-54

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Abstract