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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10003277965
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia; Kilian, Lutz - In: Journal of econometrics 123 (2004) 1, pp. 89-120
Persistent link: https://www.econbiz.de/10002223733