Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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Publication:899521
DOI10.1016/j.jeconom.2003.10.030zbMath1328.62517OpenAlexW3122904576MaRDI QIDQ899521
Publication date: 29 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.cirano.qc.ca/pdf/publication/2003s-17.pdf
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