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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"Simulation"
~isPartOf:"CREATES research paper"
~person:"Hall, Peter"
~person:"Taylor, Robert"
~subject:"ARCH model"
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Hall, Peter
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
CREATES research paper
Queen's Economics Department working paper
2
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ECONIS (ZBW)
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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2
Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
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