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Found 8 Documents (Results 1–8)

Testing constraints sand misspecification in VAR-ARCH models. (English) Zbl 1026.62093

Kiers, Henk A. L. (ed.) et al., Data analysis, classification, and related methods. Papers from the 7th conference of the International Federation of Classification Societies (IFCS-2000), Namur, Belgium, July 11-14, 2000. Berlin: Springer. Studies in Classification, Data Analysis, and Knowledge Organization. 261-266 (2000).
MSC:  62M10 62F03
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Maximum likelihood estimation for the VAR-VARCH model: A new approach. (English) Zbl 0949.91027

Leopold-Wildburger, Ulrike (ed.) et al., Modelling and decisions in economics. Essays in honor of Franz Ferschl. Heidelberg: Physica-Verlag. 99-113 (1999).
MSC:  91B82
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Heteroskedastic linear regression models. A Bayesian analysis. (English) Zbl 0916.62051

Balderjahn, Ingo (ed.) et al., Classification, data analysis and data highways. Proceedings of the 21st annual conference of the Gesellschaft für Klassifikation e. V., University of Potsdam, Germany, March 12–14, 1997. Berlin: Springer. 182-191 (1998).
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