Inference in VARs with conditional heteroskedasticity of unknown form (Q898587)
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scientific article; zbMATH DE number 6522144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in VARs with conditional heteroskedasticity of unknown form |
scientific article; zbMATH DE number 6522144 |
Statements
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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