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subject:"Panel"
subject:"Stochastic process"
~institution:"University of Exeter / Department of Economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
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1999
Persistent link: https://www.econbiz.de/10001398338
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Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
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