Recent developments in bootstrapping time series
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DOI: 10.1080/07474930008800457
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- Jeremy Berkowitz & Lutz Kilian, 1996. "Recent developments in bootstrapping time series," Finance and Economics Discussion Series 96-45, Board of Governors of the Federal Reserve System (U.S.).
- Jeremy Berkowitz & Lutz Kilian, "undated". "Recent Developments in Bootstrapping Time Series," Finance and Economics Discussion Series 1996-45, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
References listed on IDEAS
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Keywords
Bootstrap; ARLIA; Frequency Domain; Blocks;All these keywords.
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