Estimation and testing in time-series regression models with heteroscedastic disturbances
type: Item
instance of: scholarly article
title: Estimation and testing in time-series regression models with heteroscedastic disturbances
zbMATH Open document ID: 0506.62068
DOI: 10.1016/0304-4076(82)90106-3
published in: Journal of Econometrics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 3798894
zbMATH Keywords: time-series regression models
zbMATH Keywords: ARMAX models
zbMATH Keywords: consistent estimation
zbMATH Keywords: Bicker-White approach
zbMATH Keywords: moving averages of heteroscedastic disturbances
zbMATH Keywords: tests
zbMATH Keywords: instrumental variable estimator
author: John G. Cragg
MaRDI profile type: Publication
full work available at URL: 0304-4076(82)90106-3
OpenAlex ID: W1985237015
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Wikidata QID: Q126851068
description: scientific article; zbMATH DE number 3798894