Generalized instrumental variables estimation of autoregressive conditional heteroskedastic models
Year of publication: |
1991
|
---|---|
Authors: | Rich, Robert W. |
Other Persons: | Raymond, Jennie E. (contributor) ; Butler, John S. (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 35.1991, 2, p. 179-185
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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