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Estimation and Asymptotic Inference in the AR-ARCH Model
Lange, Theis; Rahbek, Anders; Jensen, Sren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-154
Persistent link: https://www.econbiz.de/10008813123
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Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
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Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
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Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Bos, Charles; Shephard, Neil - In: Econometric reviews 25 (2006) 2-3, pp. 219-244
Persistent link: https://www.econbiz.de/10007283045
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740