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Sílvia Gonçalves and Lutz Kilian

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

Frankfurt am Main: Europ. Central Bank, 2002

Title

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form / by Sílvia Gonçalves and Lutz Kilian

Involved 

Sílvia Gonçalves (Verfasser)
Lutz Kilian (Verfasser)

Published

Frankfurt am Main: Europ. Central Bank
2002

Extent

43 S. : graph. Darst.

Language

Englisch

Topic

Wirtschaft
Handel, Kommunikation, Verkehr
Management
Industrielle und handwerkliche Fertigung

Subject

Series

Working paper series / European Central Bank ; Eurosystem ; No. 196

Further information

Literaturverz. S. 41 - 43

Record ID

965822575
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