Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
By: by Sílvia Gonçalves and Lutz Kilian
Contributors: Kilian, Lutz; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 196; Working paper series (European Central Bank) -- working paper no. 196
Publisher: European Central Bank
Published: 2002
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "November 2002."