Robust asymptotic inference in autoregressive models with martingale difference errors
Nikolay Gospodinov
| Year of publication: |
2005
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|---|---|
| Authors: | Gospodinov, Nikolaj |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 1, p. 59-81
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| Subject: | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Induktive Statistik | Statistical inference | Martingal | Martingale | Momentenmethode | Method of moments |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002655592