Pages that link to "Item:Q5860968"
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The following pages link to Robust inference in conditionally heteroskedastic autoregressions (Q5860968):
Displaying 6 items.
- Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- (Q3805673) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)