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Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.; Phillips, Garry D. A. - In: Journal of time series econometrics 4 (2012) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10009713311
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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma M. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009623574
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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010029884
Cover Image
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.; Phillips, Garry D. A. - In: Journal of time series econometrics 4 (2012) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010097495