Optimal instrumental variables estimation for ARMA models (Q5952957)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1690623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal instrumental variables estimation for ARMA models |
scientific article; zbMATH DE number 1690623 |
Statements
Optimal instrumental variables estimation for ARMA models (English)
0 references
4 December 2002
0 references
ARMA
0 references
conditional heteroskedasticity
0 references
instrumental variables
0 references
efficiency lower bound
0 references
frequency domain
0 references
0 references
0 references
0 references
0 references
0.96922547
0 references
0.9311811
0 references
0.9194792
0 references
0.9160534
0 references
0.90513915
0 references
0 references
0.88346565
0 references
