Parameter estimation in panels of intercorrelated time series.

MaRDI QIDQ5290826zbMATH OpenFDO

Authors Stefanie Feiler

Publication date 3 May 2006

Full work available at URL http://www.ub.uni-heidelberg.de/archiv/6170

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Estimation procedure for a multiple time series model
• Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
• Modelling panels of intercorrelated autoregressive time series
• A note on parameter estimation of panel vector autoregressive models with intercorrelation

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