Robust inference in conditionally heteroskedastic autoregressions

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Standard

Robust inference in conditionally heteroskedastic autoregressions. / Pedersen, Rasmus Søndergaard.

I: Econometric Reviews, Bind 39, Nr. 3, 2020.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Pedersen, RS 2020, 'Robust inference in conditionally heteroskedastic autoregressions', Econometric Reviews, bind 39, nr. 3.

APA

Pedersen, R. S. (2020). Robust inference in conditionally heteroskedastic autoregressions. Econometric Reviews, 39(3).

Vancouver

Pedersen RS. Robust inference in conditionally heteroskedastic autoregressions. Econometric Reviews. 2020;39(3).

Author

Pedersen, Rasmus Søndergaard. / Robust inference in conditionally heteroskedastic autoregressions. I: Econometric Reviews. 2020 ; Bind 39, Nr. 3.

Bibtex

@article{3f43c13bc8d5479a8fdf95b261157e62,
title = "Robust inference in conditionally heteroskedastic autoregressions",
author = "Pedersen, {Rasmus S{\o}ndergaard}",
year = "2020",
language = "English",
volume = "39",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis",
number = "3",

}

RIS

TY - JOUR

T1 - Robust inference in conditionally heteroskedastic autoregressions

AU - Pedersen, Rasmus Søndergaard

PY - 2020

Y1 - 2020

M3 - Journal article

VL - 39

JO - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 3

ER -

ID: 212302595