Nonparametric bootstrap tests for independence of generalized errors
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Publication:5093932
DOI10.1111/ECTJ.12059OpenAlexW3123787164MaRDI QIDQ5093932
Publication date: 2 August 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://caepr.indiana.edu/RePEc/inu/caeprp/CAEPR2009-023.pdf
identificationbootstrapindependenceGARCHempirical processgoodness-of-fitparameter estimation uncertaintyskewed \(t\) distributiongeneralized errors
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