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State space modeling of multiple time series

Authors: Masanao Aoki a; Arthur Havenner b

Affiliations:  

a University of California, Los Angles

b University of California, Davis

DOI: 10.1080/07474939108800194

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 10, Issue 1 1991 , pages 1 - 59

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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Purchase Article: US$37.00 - buy now add to cart [ show other buying options ]

Spatial econometrics in practice: A review of software options

Luc Anselin and Sheri Hudak

University of California, Santa Barbara CA, USA

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Authors: Tim Bollerslev a; Jeffrey M. Wooldridge b

Affiliations:  

a Department of Finance, J. L.Kellogg Graduate School of Management Northwestern University,

b Department of Economics, Messachusetts Institute of Technology,

DOI: 10.1080/07474939208800229

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 11, Issue 2 1992 , pages 143 - 172

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