Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors |
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Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (English)
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21 January 2008
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ARCH errors
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generalized least squares
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martingales
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