Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models

Forskningsoutput: Bok/rapport › Beställd rapport

Originalspråk	Engelska

Utgivningsort	Helsinki
Förlag	Hanken School of Economics
Antal sidor	31
ISBN (elektroniskt)	978-952-232-178-7
Status	Publicerad - 2012
MoE-publikationstyp	D4 Publicerad utvecklings- eller forskningsrapport eller -utredning

Nyckelord

@book{745b3898912d4253b9c4473891a9583a,

title = "Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models",

keywords = "512 Business and Management, KOTA2012",

author = "Niklas Ahlgren and Paul Catani",

year = "2012",

language = "English",

series = "Working Papers",

publisher = "Hanken School of Economics",

number = "562",

address = "Finland",

}