MODELES HETEROSCEDASTIQUES A SEUIL.
Year of publication: |
1990
|
---|---|
Authors: | ZAKOIAN, J.M. |
Subject: | maximum de vraisemblance | homoscedasticite | moindres carres | modeles econometriques |
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Specification and Estimation of a Dynamic Disequilibrium Model
Dagenais, M.G., (1980)
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Unbiasedness of Predictions From Estimated Vector Autoregressions
Dufour, J.M., (1983)
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A General Approach for Estimating Econometric Models with Incomplete Observations
Dagenais, M.G., (1979)
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Modeles ARCH : une revue de la litterature.
Zakoian, J.M., (1991)
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Multivariate ARMA Models with Generalized Autoregressive Linear Innovation.
Francq, C., (1995)
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APPROXIMATION EN TEMPS CONTINU D'UN MODELE ARCH A SEUIL.
EL BABSIRI, M., (1990)
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