Inference in VARs with conditional heteroskedasticity of unknown form (Q898587)

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Inference in VARs with conditional heteroskedasticity of unknown form
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    Inference in VARs with conditional heteroskedasticity of unknown form (English)
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    18 December 2015
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    VAR
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    conditional heteroskedasticity
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    mixing
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    residual-based moving block bootstrap
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    pairwise bootstrap
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    wild bootstrap
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