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

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Name	TI Discussion Paper
No.	14-028/III

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

author = "D. Ardia and L. Gatarek and L.F. Hoogerheide",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-028/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

AU - Ardia, D.

AU - Gatarek, L.

AU - Hoogerheide, L.F.

PY - 2014

Y1 - 2014

M3 - Working paper

T3 - TI Discussion Paper

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

PB - Tinbergen Institute

CY - Amsterdam

ER -