Properties of the sieve bootstrap for non-invertible and fractionally integrated processes

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of the 9th World Congress of the Econometric Society
EditorsWhitney K Newey, Torsten Persson, Richard Blundell
Place of PublicationNew York NY USA
PublisherThe Econometric Society
Pages1 - 27
Number of pages27
Publication statusPublished - 2005
Event9th World Congress of the Econometric Society - London UK, London, United Kingdom
Duration: 1 Jan 2005 → …
Conference number: 9

Conference

Conference9th World Congress of the Econometric Society
CountryUnited Kingdom
CityLondon
Period1/01/05 → …

Cite this