Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Year of publication: |
2014
|
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Authors: | Brüggemann, Ralf ; Jentsch, Carsten ; Trenkler, Carsten |
Publisher: |
Mannheim : University of Mannheim, Department of Economics |
Subject: | VAR | Conditional heteroskedasticity | Residual-based moving block bootstrap | Pairwise bootstrap | Wild bootstrap |
Series: | Working Paper Series ; 14-21 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 861929705 [GVK] hdl:10419/129574 [Handle] RePEc:mnh:wpaper:36858 [RePEc] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
Source: |
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Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf, (2014)
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Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf, (2014)
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Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf, (2014)
- More ...
-
Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf, (2014)
-
Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf, (2014)
-
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf, (2014)
- More ...