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Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
Authors:
S
lvia Gon
alves a;
Lutz Kilian b
lvia Gonalves a;
Lutz Kilian b
| Affiliations: | a D partment de Sciences  conomiques, CIREQ and CIRANO, Universit de Montral, Montreal, Qubc, Canada |
| b Department of Economics, University of Michigan, Ann Arbor, Michigan, USA and CEPR |
DOI:
10.1080/07474930701624462
Publication Frequency:
6 issues per year
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