Inference in VARs with conditional heteroskedasticity of unknown form (Q898587)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in VARs with conditional heteroskedasticity of unknown form |
scientific article |
Statements
Inference in VARs with conditional heteroskedasticity of unknown form (English)
0 references
18 December 2015
0 references
VAR
0 references
conditional heteroskedasticity
0 references
mixing
0 references
residual-based moving block bootstrap
0 references
pairwise bootstrap
0 references
wild bootstrap
0 references
