Linear double autoregression
Author:
Funder
Hong Kong Research Grant Council
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference35 articles.
1. On convergence of LAD estimates in autoregression with infinite variance;An;J. Multivariate Anal.,1982
2. Generalized autoregression conditional heteroscedasticity;Bollerslev;J. Econometrics,1986
3. Strict stationarity of generalized autoregressive processes;Bougerol;Ann. Probab.,1992
4. Averaging of an increasing number of moment condition estimators;Chen;Econometric Theory,2016
5. M-estimation for autoregressions with infinite variances;Davis;Stochastic Process. Appl.,1992
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