The Bootstrapped Response Function
The bootstrap procedure provides a way to test the significance of the regression coefficients and the stability of the estimates in response functions generated by regression on principal components. A subroutine RESBO, which calculates a bootstrapped response function, has been added to Fritts...
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| Language: | en_US |
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Tree-Ring Society
1991
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| Online Access: | http://hdl.handle.net/10150/262288 |