Combined estimating function for random coefficient models with correlated errors (Q2807745)

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scientific article; zbMATH DE number 6584940
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    Combined estimating function for random coefficient models with correlated errors
    scientific article; zbMATH DE number 6584940

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      Combined estimating function for random coefficient models with correlated errors (English)
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      25 May 2016
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      correlated errors
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      RCA
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      RCA-GARCH
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      quadratic estimating functions
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