Estimation Procedure for a Multiple Time Series Model-Reference-Cited by-同舟云学术

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Estimation Procedure for a Multiple Time Series Model

Published:2014-06-09 Issue:10 Volume:43 Page:2415-2431
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Cruz Rolan Paul K. Veron,Barrios Erniel B.

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610918.2012.752838

Reference19 articles.

1. Component extraction analysis of multivariate time series

2. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

3. Robust Estimation of a Spatiotemporal Model with Structural Change

4. BIS. (2000). Principles for the management of credit risk. Basel Committee on Banking Supervision. Available at: http://www.bis.org/publ/bcbs75.pdf.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonparametric Test for Volatility in Clustered Multiple Time Series;Computational Economics;2023-03-16

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