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Some statistical properties of Hadamard products of random matrices

Neudecker, Heinz; Liu, Shuangzhe - In: Statistical papers 42 (2001) 4, pp. 475-487

Persistent link: https://www.econbiz.de/10001615632

Statistical properties of the Hadamard product of random vectors

Neudecker, Heinz; Liu, Shuangzhe - In: Statistical papers 42 (2001) 4, pp. 529-533

Persistent link: https://www.econbiz.de/10001615635

Heteroskedastik linear regression models

Polasek, Wolfgang - 1996

Persistent link: https://www.econbiz.de/10000958663

A Kronecker Matrix Inequality with a Statistical Application

Neudecker, Heinz; Satorra, Albert; Trenkler, Götz; … - In: Econometric Theory 11 (1995) 03, pp. 654-655

Persistent link: https://www.econbiz.de/10004967763

The heteroskedastic linear regression model and the Hadamard product: A note

Neudecker, Heinz; Polasek, Wolfgang; Liu, Shuangzhe - In: Journal of econometrics 68 (1995) 2, pp. 361-366

Persistent link: https://www.econbiz.de/10006797940

On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

Liu, Shuangzhe; Neudecker, Heinz - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 8, pp. 2556-2565

We consider a general multivariate conditional heteroskedastic model under a conditional distribution that is not necessarily normal. This model contains autoregressive conditional heteroskedastic (ARCH) models as a special class. We use the pseudo maximum likelihood estimation method and derive...

Persistent link: https://www.econbiz.de/10010749428