scientific article

Michel Lubrano, Jean-Francois Richard, Luc Bauwens

Publication date: 1 January 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

decision theory heteroscedasticity linear regression unit roots systems of equations nonlinear time series models numerical integration methods dynamic regression models ARCH-models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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