Estimation procedure for a multiple time series model

DOI10.1080/03610918.2012.752838zbMATH Open1462.62207OpenAlexW2053911210MaRDI QIDQ2876155FDOQ2876155

Authors: Rolan Paul K. Veron Cruz, Erniel B. Barrios 

Publication date: 18 August 2014

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.752838

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zbMATH Keywords

additive modelspanel datamixed modelbackfittingGMM estimatormultiple time series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A canonical analysis of multiple time series
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Multiple Time Series Analysis and the Final Form of Econometric Models
• An estimation procedure for a spatial-temporal model
• Component extraction analysis of multivariate time series
• Bootstrap procedures in a spatial-temporal model
• Robust estimation of a spatiotemporal model with structural change
• Robust estimation of a time series model with structural change
• Estimation Under Purposive Sampling

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