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Browsing by Author « Kilian, Lutz »

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Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity
Gonçalves, Sílvia; Kilian, Lutz
Issue Date : 2003-05

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Gonçalves, Sílvia; Kilian, Lutz
Issue Date : 2003-04

Showing results 1 to 2 of 2

 

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