Reply to B. M. Pötscher's comment on `Adaptive estimation in time series regression models'

DOI10.1016/0304-4076(94)01611-3zbMath0813.62100OpenAlexW2074299890MaRDI QIDQ1347095

Douglas G. Steigerwald

Publication date: 6 June 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01611-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Adaptive estimation in time-series models, Efficient estimation in semiparametric GARCH models

Cites Work

• On adaptive estimation
• Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald
• On adaptive estimation in stationary ARMA processes