Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity. / Giuseppe, Cavaliere; Rahbek, Anders; Taylor, A. M. Robert.
In: Estudios de Economia Aplicada, Vol. 28, No. 3, 2010, p. 1-34.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Giuseppe, C, Rahbek, A & Taylor, AMR 2010, 'Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity', Estudios de Economia Aplicada, vol. 28, no. 3, pp. 1-34.
APA
Giuseppe, C., Rahbek, A., & Taylor, A. M. R. (2010). Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity. Estudios de Economia Aplicada, 28(3), 1-34.
Vancouver
Giuseppe C, Rahbek A, Taylor AMR. Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity. Estudios de Economia Aplicada. 2010;28(3):1-34.
Author
Bibtex
@article{d0106e70b42d11df825b000ea68e967b,
title = "Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity",
author = "Cavaliere Giuseppe and Anders Rahbek and Taylor, {A. M. Robert}",
year = "2010",
language = "English",
volume = "28",
pages = "1--34",
journal = "Estudios de Economia Aplicada",
issn = "1133-3197",
publisher = "asociacion de economia aplicadad (asepelt)",
number = "3",
}
RIS
TY - JOUR
T1 - Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity
AU - Giuseppe, Cavaliere
AU - Rahbek, Anders
AU - Taylor, A. M. Robert
PY - 2010
Y1 - 2010
M3 - Journal article
VL - 28
SP - 1
EP - 34
JO - Estudios de Economia Aplicada
JF - Estudios de Economia Aplicada
SN - 1133-3197
IS - 3
ER -
ID: 21661035