scientific article; zbMATH DE number 1862807
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Publication:4791760
zbMath1013.62109MaRDI QIDQ4791760
Publication date: 3 February 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
panel dataspecification testslinear regressionautocorrelationheteroskedasticityGMM estimatortime series modelsML estimationlimited dependent variables
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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