Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Bryan W. Brown and Douglas J. Hodgson
| Year of publication: |
2007
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|---|---|
| Authors: | Brown, Bryan W. ; Hodgson, Douglas J. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 1, p. 35-48
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10003451746