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Article
Title:
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Authors:
Silvia Goncalves
(
U Montreal
)
Lutz Kilian
(
CEPR
,
U MI
)
Journal:
Journal of Econometrics
Year:
2004
Volume:
123
Pages:
89-120
JEL code:
C22 - Time-Series Models
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