Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models.

MLA

Gonçalves, Sílvia, et al. “Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models.” Journal of Business & Economic Statistics, vol. 41, no. 3, July 2023, pp. 683–94. EBSCOhost, https://doi.org/10.1080/07350015.2022.2058949.

APA

Gonçalves, S., Hounyo, U., Patton, A. J., & Sheppard, K. (2023). Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models. Journal of Business & Economic Statistics, 41(3), 683–694. https://doi.org/10.1080/07350015.2022.2058949

Chicago

Gonçalves, Sílvia, Ulrich Hounyo, Andrew J. Patton, and Kevin Sheppard. 2023. “Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models.” Journal of Business & Economic Statistics 41 (3): 683–94. doi:10.1080/07350015.2022.2058949.