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LUB for the covariance matrix of a GLSE in regression with applications to an SUR model and a heteroscedastic model
Kurata, Hiroshi; Kariya, Takeaki - 1994
Persistent link: https://www.econbiz.de/10000148127
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Estimating saving-investment correlations evidence for OECD countries based on an error correction model
Jansen, Willem J. - 1994
Persistent link: https://www.econbiz.de/10000151686
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
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Methods of correlation and regression analysis : linear and curvilinear
Ezekiel, Mordecai; Fox, Karl A. - 1959 - 3. ed.
Persistent link: https://www.econbiz.de/10000444787
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Covariance structure models : an introduction to LISREL
Long, J. Scott - 1983 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000020050
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Bounds for the covariance matrices of Zellner's estimator in the SUR model and the 2SAE in a heteroscedastic model
Kariya, Takeaki - 1982
Persistent link: https://www.econbiz.de/10003638129
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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765837
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799