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subject:"Theorie"
~institution:"Australian National University / Faculty of Economics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Theorie
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Estimation theory
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Breusch, Trevor S.
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Robertson, John C.
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Australian National University / Faculty of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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School of Economics <Quezon>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Universität Regensburg / Lehrstuhl für Statistik
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The multivariate student t model in robust inference and data analysis
Breusch, Trevor S.
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1993
Persistent link: https://www.econbiz.de/10000883825
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Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S.
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1993
Persistent link: https://www.econbiz.de/10000877369
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A note on Amemiya's form of the weighted least squares estimator
Koenker, Roger
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contributor
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1992
Persistent link: https://www.econbiz.de/10013400645
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