|
Érudit | Dépôt de documents >
Browsing by Author « Gonçalves, Sílvia »
Showing results 1 to 7 of 7
| Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity | | Gonçalves, Sílvia; Kilian, Lutz | | Issue Date : 2003-05 |
|
| The Bootstrap of the Mean for Dependent Heterogeneous Arrays | | Gonçalves, Sílvia; White, Halbert | | Issue Date : 2001-03 |
|
| The bootstrap of the mean for dependent heterogeneous arrays | | Gonçalves, Sílvia; White, Halbert | | Issue Date : 2001 |
|
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form | | Gonçalves, Sílvia; Kilian, Lutz | | Issue Date : 2003-04 |
|
| Bootstrapping the GMM overidentification test Under first-order underidentification | | Dovonon, Prosper; Gonçalves, Sílvia | | Issue Date : 2014-04 |
|
| Estimation Risk in Financial Risk Management | | Christoffersen, Peter; Gonçalves, Sílvia | | Issue Date : 2004-04 |
|
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models | | Gonçalves, Sílvia; White, Halbert | | Issue Date : 2002-04 |
|
Showing results 1 to 7 of 7
|
