Several related estimators of the parameters of a single equation of a simultaneous equation model are proposed. They are shown to be consistent and asymptotically efficient when the residual of the ...
A non-Gaussian autoregressive-like model is presented for time series that exhibit occasional large increases in value, termed pulses, and exponential decay between pulses. The model differs from a ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback