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Results:
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Results: 2
Estimation and asymptotic inference in the AR-ARCH model
Authors:
Lange, Theis Rahbek, Anders Jensen, Soren Tolver
Citation:
Lange, Theis et al., Estimation and asymptotic inference in the AR-ARCH model, Econometric reviews , 30(2), 2011, pp. 129-153
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Authors:
Cavaliere, Giuseppe Rahbek, Anders Robert Taylor, A M
Citation:
Cavaliere, Giuseppe et al., Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models, Econometric reviews , 33(5-6), 2014, pp. 606-650
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