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Improved estimation of dynamic models of conditional means and variances (2024)

First Author: Wang W

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12770

Publication URI: http://dx.doi.org/10.1111/jtsa.12770

Type: Journal Article/Review

Parent Publication: Journal of Time Series Analysis

Issue: 3

ISSN: 0143-9782