Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Sílvia Gonçalves; Lutz Kilian
| Year of publication: |
2007
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|---|---|
| Authors: | Gonçalves, Sílvia ; Kilian, Lutz |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 6, p. 609-641
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003605816