Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Year of publication: |
1994
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Authors: | Haldrup, Niels |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 35.1994, 4, p. 287-307
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Subject: | Simulation | Schätztheorie | Estimation theory | Theorie | Theory |
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