Estimation procedure for a multiple time series model

DOI10.1080/03610918.2012.752838MaRDI QIDQ2876155zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A canonical analysis of multiple time series
• An estimation procedure for a spatial-temporal model
• Bootstrap procedures in a spatial-temporal model
• Component extraction analysis of multivariate time series
• Estimation Under Purposive Sampling
• Multiple Time Series Analysis and the Final Form of Econometric Models
• Robust estimation of a spatiotemporal model with structural change
• Robust estimation of a time series model with structural change
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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