Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Copyright policy )Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
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- McGill University Canada
- Centre for Economic Policy Research United Kingdom
- European Central Bank Germany
- University of Michigan–Ann Arbor United States
- University of Montreal Canada
Heteroskedastizität, GARCH, robust inference, ARCH-Modell, Conditional heteroskedasticity, wild bootstrap, pairwise bootstrap, Stochastischer Prozess, C52, autoregressions, conditional heteroskedasticity, wild bootstra irwise boostrap, C15, pairwise boostrap, stochastic volatility, bootstrap, conditional heteroskedasticity, \"wild\" bootstrap, wild bootstrap, wild bootstrap,pairwise bootstrap,robust inference, hétéroscédasticité conditionnelle, ddc:330, Bootstrap-Verfahren, Volatilität, Time series, auto-correlation, regression, etc. in statistics (GARCH), pairwise bootstrap, bootstrap par couples, Zeitreihenanalyse, GARCH, pairwise bootstrap, robust inference, stochastic volatility, wild bootstrap, Theorie, C22, jel: jel:C22, jel: jel:C52, jel: jel:C15
Heteroskedastizität, GARCH, robust inference, ARCH-Modell, Conditional heteroskedasticity, wild bootstrap, pairwise bootstrap, Stochastischer Prozess, C52, autoregressions, conditional heteroskedasticity, wild bootstra irwise boostrap, C15, pairwise boostrap, stochastic volatility, bootstrap, conditional heteroskedasticity, \"wild\" bootstrap, wild bootstrap, wild bootstrap,pairwise bootstrap,robust inference, hétéroscédasticité conditionnelle, ddc:330, Bootstrap-Verfahren, Volatilität, Time series, auto-correlation, regression, etc. in statistics (GARCH), pairwise bootstrap, bootstrap par couples, Zeitreihenanalyse, GARCH, pairwise bootstrap, robust inference, stochastic volatility, wild bootstrap, Theorie, C22, jel: jel:C22, jel: jel:C52, jel: jel:C15
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