SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607)
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scientific article; zbMATH DE number 1178116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form |
scientific article; zbMATH DE number 1178116 |
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SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (English)
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22 July 1998
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non-parametric covariance matrix estimation
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multiple time-series models
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0.89986145
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0.8741753
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0.8723635
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0.8643106
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0.8629204
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0.8572528
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0.85668385
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