Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3231647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification in restricted factor models and the evaluation of rank conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for GARCH effects: A one-sided approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on a sufficiency condition for uniqueness of a restricted factor matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rotational equivalence of factor loading matrices with specified values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3732765 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility and Links between National Stock Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5664695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Marginalization and contemporaneous aggregation in multivariate GARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Structure Theory for Linear Dynamic Errors-in-Variables Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification, estimation and testing of conditionally heteroskedastic factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The relation between conditionally heteroskedastic factor models and factor GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local identifiability of the factor analysis and measurement error model parameter / rank
 
Normal rank

Revision as of 18:54, 3 June 2024

scientific article; zbMATH DE number 1643356
Language Label Description Also known as
English
Identification, estimation and testing of conditionally heteroskedastic factor models
scientific article; zbMATH DE number 1643356

    Statements

    Identification, estimation and testing of conditionally heteroskedastic factor models (English)
    0 references
    0 references
    0 references
    24 January 2002
    0 references
    volatility
    0 references
    likelihood estimation
    0 references
    simultaneous equations
    0 references
    vector autoregressions
    0 references
    arbitrage pricing theory models
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references