Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Year of publication: |
2007
|
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Authors: | Gonçalves, Sílvia ; Kilian, Lutz |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 6, p. 609-641
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Subject: | Bootstrap-Verfahren | Bootstrap approach | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Theorie | Theory |
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