Inference in VARs with conditional heteroskedasticity of unknown form (Q898587)
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scientific article; zbMATH DE number 6522144
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| English | Inference in VARs with conditional heteroskedasticity of unknown form |
scientific article; zbMATH DE number 6522144 |
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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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0.8317692279815674
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0.8278602361679077
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0.8134434223175049
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0.8078029155731201
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0.7952680587768555
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