Random autoregressive models: A structured overview (Q5065206)

scientific article; zbMATH DE number 7493291

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English	Random autoregressive models: A structured overview	scientific article; zbMATH DE number 7493291

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instance of

scholarly article

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title

Random autoregressive models: A structured overview (English)

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author

Marta Regis

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Edwin R. van den Heuvel

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18 March 2022

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full work available at URL

https://arxiv.org/abs/2009.08165

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zbMATH Keywords

autoregressive panel data models

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(generalized) autoregressive conditional heteroskedasticity models

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(generalized) random coefficient autoregressive models

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random coefficient panel models

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time-series-cross-section models

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describes a project that uses

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MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1490.62269

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DOI

10.1080/07474938.2021.1899504

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5065206