Semiparametric efficient estimation of the mean of a time series in the presence of conditional heterogeneity of unknown form
Douglas J. Hodgson
| Year of publication: |
2004
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| Authors: | Hodgson, Douglas J. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 23.2004, 3, p. 229-257
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| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
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| 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/10002263074