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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
~person:"Trenkler, Carsten"
~subject:"Heteroscedasticity"
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Nielsen, Morten Ørregaard
Trenkler, Carsten
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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2
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
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