Estimation and testing in time-series regression models with heteroscedastic disturbances (Q1836957)
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scientific article; zbMATH DE number 3798894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and testing in time-series regression models with heteroscedastic disturbances |
scientific article; zbMATH DE number 3798894 |
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Estimation and testing in time-series regression models with heteroscedastic disturbances (English)
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1982
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time-series regression models
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ARMAX models
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consistent estimation
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Bicker-White approach
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moving averages of heteroscedastic disturbances
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tests
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instrumental variable estimator
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