Random autoregressive models : a structured overview
Marta Regis, Paulo Serra, and Edwin R. van den Heuvel
| Year of publication: |
2022
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|---|---|
| Authors: | Regis, Marta ; Serra, Paulo ; Heuvel, Edwin R. van den |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 2, p. 207-230
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| Subject: | (Generalized) Autoregressive conditional heteroskedasticity models | (Generalized) Random coefficient autoregressive models | Autoregressive panel data models | Random coefficient panel models | Time-series-cross-section models | Panel | Panel study | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1899504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167604