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  • Search: subject:"regression of the logvariance"
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Year of publication
Subject
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AR-X 1 Economic indicator 1 Estimation theory 1 General-to-Speci c 1 R 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Time series analysis 1 Wirtschaftsindikator 1 Zeitreihenanalyse 1 indicator saturation 1 log-ARCH-X 1 model selection 1 regression of the logvariance 1 regression of the mean 1 time series 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Pretis, Felix 1 Reade, James 1 Sucarrat, Genaro 1
Published in...
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Department of Economics discussion paper series / University of Oxford 1
Source
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ECONIS (ZBW) 1
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General-to-specific (GETS) modelling and indicator saturation with the R package gets
Pretis, Felix; Reade, James; Sucarrat, Genaro - 2016
Persistent link: https://www.econbiz.de/10011451651
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