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Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap.

Zheng YangZheng TianZixia Yuan
Published in: Math. Comput. Simul. (2008)
Keyphrases
  • small sample
  • sample size
  • high dimensional
  • support vector machine
  • ls svm
  • feature selection
  • decision trees
  • moving objects
  • unsupervised learning