Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten
- 期刊名称Journal of Econometrics
- 作者Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten
- 印刷ISSN0304-4076
- 文件大小597.53KB
- 发表时间2015-10
- DOI10.1016/j.jeconom.2015.10.004