Linear double autoregression
Qianqian Zhu, Yao Zheng, Guodong Li
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhu, Qianqian ; Zheng, Yao ; Li, Guodong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 1, p. 162-174
|
| Subject: | Conditional quantile estimation | Goodness-of-fit test | Heavy tail | Nonlinear time series model | Stationary solution | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116135