Inference in autoregression under heteroskedastfcity

Journal of Time Series Analysis

Volumn 27, Issue 2, 2006, Pages 289-308

  Phillips, Peter C B ^a   Xu, Ke Li ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Autoregression; Heterogeneity; Nonparametric estimation; Robust inference

Indexed keywords

EID: 33645154816     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00466.x     Document Type: Article

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