Bootstrapping autoregressions with conditional heteroskedasticity of unknown form:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2002
|
| Schriftenreihe: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank
2002,26 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 44 S. |
| ISBN: | 3935821352 |
Internformat
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| 245 | 1 | 0 | |a Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |c Sílvia Gonçalves ; Lutz Kilian |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2002 | |
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| 490 | 1 | |a Discussion paper / Economic Research Centre of the Deutsche Bundesbank |v 2002,26 | |
| 700 | 1 | |a Kilian, Lutz |e Verfasser |0 (DE-588)130444812 |4 aut | |
| 810 | 2 | |a Economic Research Centre of the Deutsche Bundesbank |t Discussion paper |v 2002,26 |w (DE-604)BV013545109 |9 2002,26 | |
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Datensatz im Suchindex
| _version_ | 1807322557480697856 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I.
INTRODUCTION
7
2.
EVIDENCE
AGAINST
THE
ASSUMPTION
OF
I.I.D.
ERRORS
9
3.
THEORY
1
2
4.
SIMULATION
EVIDENCE
19
5.
CONCLUDING
REMARKS
23
TABLES
&
FIGURES
25
APPENDIX
30
REFERENCES
4
1
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
44 |
| any_adam_object | 1 |
| author | Gonçalves, Sílvia Kilian, Lutz |
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| id | DE-604.BV016406362 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-14T00:58:21Z |
| institution | BVB |
| isbn | 3935821352 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010148275 |
| oclc_num | 52675465 |
| open_access_boolean | |
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| physical | 44 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Economic Research Centre of the Deutsche Bundesbank |
| spelling | Gonçalves, Sílvia Verfasser aut Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Sílvia Gonçalves ; Lutz Kilian Frankfurt am Main Dt. Bundesbank 2002 44 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Economic Research Centre of the Deutsche Bundesbank 2002,26 Kilian, Lutz Verfasser (DE-588)130444812 aut Economic Research Centre of the Deutsche Bundesbank Discussion paper 2002,26 (DE-604)BV013545109 2002,26 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010148275&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gonçalves, Sílvia Kilian, Lutz Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
| title | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
| title_auth | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
| title_exact_search | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
| title_full | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Sílvia Gonçalves ; Lutz Kilian |
| title_fullStr | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Sílvia Gonçalves ; Lutz Kilian |
| title_full_unstemmed | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Sílvia Gonçalves ; Lutz Kilian |
| title_short | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
| title_sort | bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010148275&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013545109 |
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