Anders Rahbek får optaget artikel i Econometric Reviews – Københavns Universitet

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04. september 2013

Anders Rahbek får optaget artikel i Econometric Reviews

In this article, the recent idea of bootstrapping in multivariate cointegrated models is demonstrated to work well for empirical applications with (conditionally) heteroscedastic innovations. (w. G. Cavaliere, Bologna and R. Taylor, Essex).