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Article
Title:
Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Authors:
Silvia Goncalves
(
U Montreal
)
Lutz Kilian
(
U MI
)
Journal:
Econometric Reviews
Year:
2007
Volume:
26
Pages:
609-641
JEL code:
C22 - Time-Series Models
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