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 paper / PreprintWorking paperProfessional

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

Publication series

NameTI Discussion Paper

Cite this