Modelling panels of intercorrelated autoregressive time series
From MaRDI portal
Publication:4935359
DOI10.1093/biomet/86.3.573zbMath0942.62101OpenAlexW1998674812MaRDI QIDQ4935359
Publication date: 21 August 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/10d9eb532f9f736034c2f766fa84a9f5b3cb0ff0
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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