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Showing 1 to 1 of 1 for “"Maximum Entropy Bootstrap"”.
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Testing for Structural Change: Evaluation of the Current Methodologies, a Misspecification Testing Perspective and Applications
… using a resampling scheme which is based on a Maximum Entropy replication algorithm. The proposed misspecification testing procedure relies on resampling techniques to enhance the informational content of the observed data in an attempt to capture heterogeneity 'locally' using rolling window …