Generalized covariance estimator
Christian Gourieroux and Joann Jasiak
| Year of publication: |
2023
|
|---|---|
| Authors: | Gouriéroux, Christian ; Jasiak, Joann |
| Subject: | Canonical correlation | Commodities | Continuously updating GMM | Generalized covariance estimator | Mixed causal-noncausal process | Portmanteau Statistic | Semiparametric estimator | Schätztheorie | Estimation theory | Korrelation | Correlation | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2120486 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448640