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Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
Engle, Robert F. - 1979 - Rev.
Persistent link: https://www.econbiz.de/10002140403
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Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 4, pp. 987-1007
Persistent link: https://www.econbiz.de/10002140415
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Exact maximum likelihood methods for dynamic regressions and band spectrum regressions
Engle, Robert F. - In: International economic review 21 (1980) 2, pp. 391-407
Persistent link: https://www.econbiz.de/10002140492
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Small-sample properties of ARCH estimators and tests
Engle, Robert F.; Hendry, David F.; Trumble, David - In: The Canadian journal of economics 18 (1985) 1, pp. 66-93
Persistent link: https://www.econbiz.de/10002140801
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Wald, likelihood ratio, and Lagrange multiplier tests in econometrics
Engle, Robert F. - 1984
Persistent link: https://www.econbiz.de/10002140808
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Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
Watson, Mark W.; Engle, Robert F. - In: Journal of econometrics 23 (1983) 3, pp. 385-400
Persistent link: https://www.econbiz.de/10002973320
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The EM algorithm for dynamic factor and MIMIC models
Watson, Mark W.; Engle, Robert F. - 1982
Persistent link: https://www.econbiz.de/10002973351