Bootstrap specification tests for dynamic conditional distribution models

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  Robust methods for heteroscedastic regression models for time series

  Silvapulle, M. (Primary Chief Investigator (PCI)), La Vecchia, D. (Chief Investigator (CI)) & Hallin, M. (Partner Investigator (PI))

  ARC - Australian Research Council, Monash University, Universität St. Gallen (University of St Gallen), European Centre for Advanced Research in Economics and Statistics

  1/01/15 → 16/12/22

  Project: Research