Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods

Canepa, A. and Godfrey, L.G. (2007) Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods. Journal of Time Series Analysis, 28 (3). pp. 434-453. ISSN 0143-9782

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Authors/Creators:
  • Canepa, A.
  • Godfrey, L.G. (lgg1@york.ac.uk)
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 07 Apr 2009 16:55
Last Modified: 07 Apr 2009 16:55
Published Version: http://dx.doi.org/10.1111/j.1467-9892.2006.00518.x
Status: Published
Publisher: Blackwell Publishing Ltd
Identification Number: https://doi.org/10.1111/j.1467-9892.2006.00518.x

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