Normal view MARC view ISBD view

Continuous record asymptotics for rolling sample variance estimators

Material type: Text

TextSeries: NBER technical working papers ; 163.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1994Description: 44 p. gráf. 22 cm.Subject(s): ANALISIS DE DATOS

Tags from this library: No tags from this library for this title. Log in to add tags.

average rating: 0.0 (0 votes)

Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	op 2096-163 (Browse shelf)	Available	Technical working papers NBER		op 2096-163

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	OP 2096 Technical Working Papers	op 2096-161 Asymptotically optimal smoothing with arch models	op 2096-162 Asymptotic filtering theory for multivariate arch models	op 2096-163 Continuous record asymptotics for rolling sample variance estimators	op 2096-164 Evidence on structural inestability in macroeconomic time series relations	op 2096-165 Estimating deterministic trends in the presence of serially correlated errors	op 2096-166 Accounting for dropouts in evaluations of social experiments	Next

Resumen. Conclusiones. Bibliografía

There are no comments for this item.

Biblioteca del Instituto de Estudios Fiscales