Estimating deterministically time-varying variances in regression models
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Publication:1934157
DOI10.1016/j.econlet.2007.02.019zbMath1255.91356OpenAlexW2028786793MaRDI QIDQ1934157
Publication date: 28 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/62807
Point estimation (62F10) Economic time series analysis (91B84) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (1)
Cites Work
- Nonparametric estimation of time varying parameters under shape restrictions
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Fitting time series models to nonstationary processes
- NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR
- Non-linear regression for multiple time-series
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