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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| default for all languages | No label defined |
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| English | 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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0.8595205545425415
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0.7847306728363037
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0.7847306728363037
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0.7765648365020752
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0.7727924585342407
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