Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity
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More about this item
Keywordsinfinite autoregression; conditional heteroskedasticity; wild bootstrap; pairwise bootstrap; autoregression d'ordre infini; hétéroscédasticité conditionnelle; wild bootstrap; bootstrap par couples;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-06-16 (All new papers)
- NEP-CMP-2003-06-16 (Computational Economics)
- NEP-ECM-2003-06-19 (Econometrics)
- NEP-ETS-2003-06-16 (Econometric Time Series)
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