Subsampling vector autoregressive tests of linear constraints
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Publication:261882
DOI10.1016/j.jeconom.2003.12.013zbMath1337.62213MaRDI QIDQ261882
F. Blanchet-Sadri, M. Dambrine
Publication date: 24 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2003.12.013
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62D05: Sampling theory, sample surveys
62M07: Non-Markovian processes: hypothesis testing
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