Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances

Leopoldo Catania, Anna Gloria Billé

Year of publication:	September/October 2017
Authors:	Catania, Leopoldo ; Billé, Anna Gloria
Published in:	Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 6, p. 1178-1196
Subject:	Zeitreihenanalyse \| Time series analysis \| Heteroskedastizität \| Heteroscedasticity \| Autokorrelation \| Autocorrelation \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Schätzung \| Estimation \| Kapitalmarktrendite \| Capital market returns \| USA \| United States \| 2002-2016

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Research data:	https://doi.org/10.15456/jae.2022326.0705308883
Other identifiers:	10.1002/jae.2565 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011862573

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