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Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility
Daiki Maki
Open J. Stat.
Vol.6 No.5, October 08, 2016
DOI:
10.4236/ojs.2016.65064
(PDF 326K)
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Comparison of Different Confidence Intervals of Intensities for an Open Queueing Network with Feedback
Vinayak Kawaduji Gedam,
Suresh Bajirao Pathare
Am. J. Oper. Res.
Vol.3 No.2, March 29, 2013
DOI:
10.4236/ajor.2013.32028
(PDF 197K)
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Estimating the New Keynesian Model by Bootstrap Method for Johor Economy Tourism
Lola Muhamad Safiih,
Hussin Mohd Fadli,
Zainuddin Nurul Hila,
Ramlee Mohd Noor Afiq
Mod. Econ.
Vol.7 No.10, September 09, 2016
DOI:
10.4236/me.2016.710108
(PDF 322K)
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An Application of Bootstrapping in Logistic Regression Model
Isaac Akpor Adjei,
Rezaul Karim
OALIBJ
Vol.3 No.9, September 28, 2016
DOI:
10.4236/oalib.1103049
(PDF 412K)
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Truncated Geometric Bootstrap Method for Time Series Stationary Process
T. O. Olatayo
Appl. Math.
Vol.5 No.13, July 18, 2014
DOI:
10.4236/am.2014.513199
(PDF 877K)
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