Econometrics
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Publication:5894205
zbMath1216.62188MaRDI QIDQ5894205
Publication date: 31 March 2011
Published in: Springer Texts in Business and Economics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (9)
Semiparametric estimation for linear regression with symmetric errors ⋮ Addressing the distributed lag models with heteroscedastic errors ⋮ Testing the functional constraints on parameters in regressions with variables of different frequency ⋮ The Almon M-estimator for the distributed lag model in the presence of outliers ⋮ Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches ⋮ Generalized approach to the problem of regression ⋮ Testing inference in heteroskedastic fixed effects models ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence ⋮ Random coefficient autoregressive processes and the PUCK model with fluctuating potential
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