Question: Repeat the bootstrap analysis of Example 6.13 on the entire three-month Treasury bills and rate of inflation data set of 110 observations. Do the conclusions
Repeat the bootstrap analysis of Example 6.13 on the entire three-month Treasury bills and rate of inflation data set of 110 observations. Do the conclusions of Example 6.13—that the dynamics of the data are best described in terms of a fixed, rather than stochastic, regression—still hold?
Section 6.8
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