1 research outputs found
Wild multiplicative bootstrap for M and GMM estimators in time series
- Author
- Allen J Gregory AW, Shimotsu K
- Andrews DWK
- Bollerslev T Tauchen G, Zhou H
- Bücher A Kojadinovic I
- Campbell JY Yogo M
- Camponovo L Scaillet O, Trojani F
- Carlstein E
- De Jong RM Davidson J
- Fama E French K
- Geyer C
- Goncalves S White H
- Götze F Künsch HR
- Hall P
- Hall P Horowitz J
- Hall P Horowitz JL, Jing BY
- Hansen LP
- Huber PJ
- Inoue A Shintani M
- Jansson M Moreira MJ
- Künsch H
- Lahiri S
- Lazarus E Lewis DJ, Stock JH, et al.
- Minnier J Tian L, Cai T
- Müller U
- Nelson CR Kim MJ
- Newey WK West KD
- Politis DN Romano JP
- Polk C Thompson S, Vuolteenaho T
- Rozeff M
- Shao X
- Zhu K
- Zhu K Li WK
- Zhu K Ling S
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2019
- Field of study