Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
| Year of publication: |
2004
|
|---|---|
| Authors: | Gonçalves, Sílvia ; Kilian, Lutz |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 123.2004, 1, p. 89-120
|