Bootstrapping autoregressions with conditional heteroskedasticity of unknown form:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2002
|
| Series: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank
2002,26 |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 44 S. |
| ISBN: | 3935821352 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV016406362 | ||
| 003 | DE-604 | ||
| 005 | 20060105 | ||
| 007 | t | ||
| 008 | 030107s2002 |||| 00||| eng d | ||
| 016 | 7 | |a 965822575 |2 DE-101 | |
| 020 | |a 3935821352 |9 3-935821-35-2 | ||
| 035 | |a (OCoLC)52675465 | ||
| 035 | |a (DE-599)BVBBV016406362 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-473 |a DE-N2 |a DE-20 |a DE-355 |a DE-945 |a DE-12 |a DE-1047 |a DE-703 |a DE-706 |a DE-634 |a DE-521 |a DE-83 |a DE-11 |a DE-188 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 100 | 1 | |a Gonçalves, Sílvia |e Verfasser |4 aut | |
| 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 | |
| 300 | |a 44 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 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 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-010148275 | |
Record in the Search Index
| _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 |
| author_GND | (DE-588)130444812 |
| author_facet | Gonçalves, Sílvia Kilian, Lutz |
| author_role | aut aut |
| author_sort | Gonçalves, Sílvia |
| author_variant | s g sg l k lk |
| building | Verbundindex |
| bvnumber | BV016406362 |
| classification_rvk | QB 910 QH 233 |
| ctrlnum | (OCoLC)52675465 (DE-599)BVBBV016406362 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV016406362</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20060105</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">030107s2002 |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">965822575</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3935821352</subfield><subfield code="9">3-935821-35-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)52675465</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV016406362</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-1047</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Gonçalves, Sílvia</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Bootstrapping autoregressions with conditional heteroskedasticity of unknown form</subfield><subfield code="c">Sílvia Gonçalves ; Lutz Kilian</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Dt. Bundesbank</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">44 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Economic Research Centre of the Deutsche Bundesbank</subfield><subfield code="v">2002,26</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kilian, Lutz</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)130444812</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Economic Research Centre of the Deutsche Bundesbank</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">2002,26</subfield><subfield code="w">(DE-604)BV013545109</subfield><subfield code="9">2002,26</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010148275</subfield></datafield></record></collection> |
| 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 | |
| owner | DE-473 DE-BY-UBG DE-N2 DE-20 DE-355 DE-BY-UBR DE-945 DE-12 DE-1047 DE-703 DE-706 DE-634 DE-521 DE-83 DE-11 DE-188 |
| owner_facet | DE-473 DE-BY-UBG DE-N2 DE-20 DE-355 DE-BY-UBR DE-945 DE-12 DE-1047 DE-703 DE-706 DE-634 DE-521 DE-83 DE-11 DE-188 |
| 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 |
| work_keys_str_mv | AT goncalvessilvia bootstrappingautoregressionswithconditionalheteroskedasticityofunknownform AT kilianlutz bootstrappingautoregressionswithconditionalheteroskedasticityofunknownform |