Random autoregressive models : a structured overview

Marta Regis, Paulo Serra, and Edwin R. van den Heuvel

Year of publication:	2022
Authors:	Regis, Marta ; Serra, Paulo ; Heuvel, Edwin R. van den
Subject:	(Generalized) Autoregressive conditional heteroskedasticity models \| (Generalized) Random coefficient autoregressive models \| Autoregressive panel data models \| Random coefficient panel models \| Time-series-cross-section models \| Panel \| Panel study \| Autokorrelation \| Autocorrelation \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| ARCH-Modell \| ARCH model

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/07474938.2021.1899504 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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