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Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Gonçalves, Sílvia »
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Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity | Gonçalves, Sílvia; Kilian, Lutz | Issue Date : 2003-05 |
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The Bootstrap of the Mean for Dependent Heterogeneous Arrays | Gonçalves, Sílvia; White, Halbert | Issue Date : 2001-03 |
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Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form | Gonçalves, Sílvia; Kilian, Lutz | Issue Date : 2003-04 |
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Bootstrapping the GMM overidentification test Under first-order underidentification | Dovonon, Prosper; Gonçalves, Sílvia | Issue Date : 2014-04 |
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Estimation Risk in Financial Risk Management | Christoffersen, Peter; Gonçalves, Sílvia | Issue Date : 2004-04 |
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Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models | Gonçalves, Sílvia; White, Halbert | Issue Date : 2002-04 |
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Showing results 1 to 6 of 6
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