Random autoregressive models: A structured overview
From MaRDI portal
Publication:5065206
DOI10.1080/07474938.2021.1899504zbMath1490.62269arXiv2009.08165OpenAlexW3146501511MaRDI QIDQ5065206
Marta Regis, Edwin R. van den Heuvel, Paulo Serra
Publication date: 18 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08165
autoregressive panel data models(generalized) autoregressive conditional heteroskedasticity models(generalized) random coefficient autoregressive modelsrandom coefficient panel modelstime-series-cross-section models
Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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Estimation in nonlinear random fields models of autoregressive type with random parameters ⋮ A first order continuous time <scp>VAR</scp> with random coefficients ⋮ Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
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