समाचार
We suggest and compare different methods for estimating spatial autoregressive models with randomly missing data in the dependent variable. Aside from the traditional expectation-maximization (EM) ...
The semiparametric GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) model of Yang (2006, Journal of Econometrics 130, 365-384) has combined the flexibility of a nonparametric link ...
कुछ परिणाम छुपे हुए हैं क्योंकि हो सकता है वे आपके लिए पहुँच योग्य न हों.
पहुँच से बाहर के परिणामों को दिखाएँ
प्रतिक्रिया