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~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"ARCH-Modell"
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Kilian, Lutz
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Bundesbank Series 1 Discussion Paper
Econometric reviews
Cahier / Départment de Sciences Économiques, Université de Montréal
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Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Kilian, Lutz
-
2016
Persistent link: https://www.econbiz.de/10012991261
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2
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
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