Multivariate variance targeting in the BEKK-GARCH model.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 24, doi. 10.1111/ectj.12019
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2014 AND VI 17 AND IP 1
Results: 8
1
2
Identification-robust inference for endogeneity parameters in linear structural models.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 165, doi. 10.1111/ectj.12021
- By:
- Publication type:
- Article
3
Estimation of fixed effects panel data partially linear additive regression models.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 83, doi. 10.1111/ectj.12011
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- Publication type:
- Article
4
Direct semi-parametric estimation of fixed effects panel data varying coefficient models.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 107, doi. 10.1111/ectj.12022
- By:
- Publication type:
- Article
5
Estimation of state-space models with endogenous Markov regime-switching parameters.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 56, doi. 10.1111/ectj.12014
- By:
- Publication type:
- Article
6
Weighted composite quantile regression estimation of DTARCH models.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 1, doi. 10.1111/ectj.12023
- By:
- Publication type:
- Article
7
Improved Lagrange multiplier tests in spatial autoregressions.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 139, doi. 10.1111/ectj.12025
- By:
- Publication type:
- Article
8
Stochastic equicontinuity in nonlinear time series models.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 1, p. 188, doi. 10.1111/ectj.12013
- By:
- Publication type:
- Article