SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607): Difference between revisions
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Revision as of 11:05, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form |
scientific article |
Statements
SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (English)
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22 July 1998
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non-parametric covariance matrix estimation
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multiple time-series models
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