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identification via heteroskedasticity (keyword)

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Structural vector autoregressions with heteroskedasticity : a review of different volatility modelsLütkepohl, Helmut; Netšunajev, AlekseiEconometrics and statistics2017 / p. 2-18 : ill https://doi.org/10.1016/j.ecosta.2016.05.001

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Structural vector autoregressions with smooth transition in variancesLütkepohl, Helmut; Netšunajev, AlekseiJournal of economic dynamics and control2017 / p. 43-57 : ill https://doi.org/10.1016/j.jedc.2017.09.001 Journal metrics at Scopus Article at Scopus Journal metrics at WOS Article at WOS

journal article EST / journal article ENG

Number of records 2, displaying 1 - 2

1. identification via heteroskedasticity
2. conditional heteroskedasticity
3. heteroskedasticity
4. automatic identification system (AIS)
5. brand community identification
6. brand origin identification
7. change point identification
8. closed-loop identification
9. critical area identification
10. critical path identification
11. defect identification
12. digital identification
13. eyewitness identification
14. identification
15. identification cards
16. identification of military objects
17. identification of unbalance voltage source
18. identification of voltage unbalance sources
19. identification patterns
20. identification problems
21. language identification
22. message identification
23. model identification
24. mould identification
25. nonlinear model identification
26. parameter identification
27. path identification
28. phase identification
29. radio frequency identification
30. root identification
31. seismic signal identification
32. self-identification
33. speaker identification
34. species identification
35. structural identification
36. sustem identification
37. system identification
38. taxonomical identification
39. thermal behavior identification
40. vehicle identification
41. yeast identification

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