Author: Gonçalves Sílvia
Publisher: Taylor & Francis Ltd
ISSN: 0747-4938
Source: Econometric Reviews, Vol.26, Iss.6, 2007-11, pp. : 609-641
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Estimation and Asymptotic Inference in the AR-ARCH Model
By Lange Theis
Econometric Reviews, Vol. 30, Iss. 2, 2011-03 ,pp. :
A robust bootstrap test under heteroskedasticity
Economics Letters, Vol. 79, Iss. 3, 2003-06 ,pp. :
On bootstrap inference in cointegrating regressions
Economics Letters, Vol. 72, Iss. 1, 2001-07 ,pp. :