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 7974632. - Vol. 26.2007, 6, p. 609-642
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