Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models

Autor:	Sílvia Gonçalves, Ulrich Hounyo, Andrew J. Patton, Kevin Sheppard
Rok vydání:	2022
Předmět:	Statistics and Probability Economics and Econometrics Statistics Probability and Uncertainty Social Sciences (miscellaneous)
Zdroj:	Journal of Business & Economic Statistics. :1-12
ISSN:	1537-2707 0735-0015
DOI:	10.1080/07350015.2022.2058949
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::42d624121b0348482bde660cd6241ffe https://doi.org/10.1080/07350015.2022.2058949 Zobrazit plný text záznamu