✦ LIBER ✦

Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity

✍ Scribed by Helmut Herwartz; Helmut Lütkepohl

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Test for parameter change in stochastic

✍ Sangyeol Lee; Okyoung Na 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 302 KB

Auxiliary model based recursive generali

✍ Dongqing Wang; Yanyun Chu; Guowei Yang; Feng Ding 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 379 KB

A weighted least-squares procedure for e

✍ Steven G. From 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 357 KB

The use of least squares for XPS peak pa

✍ Gervais Leclerc; J.J. Pireaux 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 796 KB

Estimation of aquifer parameters by leas

📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 135 KB