A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

D. Ardia, L. Gatarek, L.F. Hoogerheide

    Research output: Working paperProfessional

    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages27
    Publication statusPublished - 2014

    Publication series

    NameTI Discussion Paper

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