Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
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Publication:6190681
DOI10.1080/07350015.2022.2058949OpenAlexW4220867657MaRDI QIDQ6190681
Sílvia Gonçalves, Ulrich Hounyo, Kevin Sheppard, Andrew J. Patton
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/dataset/Bootstrapping_two-stage_quasi-maximum_likelihood_estimators_of_time_series_models_/19486919
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