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Bootstrap based probability forecasting in multiplicative error models. (2021). Silvapulle, Mervyn J ; Perera, Indeewara .
In: Journal of Econometrics.
RePEc:eee:econom:v:221:y:2021:i:1:p:1-24.

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  1. A class of Minimum Distance Estimators in Markovian Multiplicative Error Models. (2023). Balakrishna, Narayana ; Perera, Indeewara ; Koul, Hira L.
    In: Sankhya B: The Indian Journal of Statistics.
    RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-021-00274-x.

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  2. Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara.
    In: Journal of Econometrics.
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  3. Bootstrap inference for Hawkes and general point processes. (2023). Cavaliere, Giuseppe ; Stark-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:1:p:133-165.

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  4. Specification tests for GARCH processes. (2021). Cavaliere, Giuseppe ; Rahbek, Anders ; Perera, Indeewara.
    In: Discussion Papers.
    RePEc:kud:kuiedp:2106.

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  5. Specification tests for GARCH processes. (2021). Rahbek, Anders ; Perera, Indeewara ; Cavaliere, Giuseppe.
    In: Papers.
    RePEc:arx:papers:2105.14081.

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