Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
| Year of publication: |
2004
|
|---|---|
| Authors: | Goncalves, Silvia ; Kilian, Lutz |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 123.2004, 1, p. 89-120
|
| Publisher: |
Elsevier |