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EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELSWITH CONDITIONAL HETEROGENEITY
AUTOREGRESSIVE CONDITIONAL HETEROGENEITY
2015/9/22
This paper analyzes autoregressive time series models where the errors are assumed to
be martingale difference sequences that satisfy an additional symmetry condition on their
fourth order mom...
Optimal Instrumental Variables Estimation for ARMA Models
ARMA conditional heteroskedasticity instrumental variables
2015/9/22
In this paper a new class of Instrumental Variables estimators for linear processes
and in particular ARMA models is developed. Previously, IV estimators based on lagged
observations as instruments ...
PROSPECT INVERSION FOR INDIRECT ESTIMATION OF LEAF DRY MATTER CONTENT AND SPECIFIC LEAF AREA
Rradiative transfer model PROSPECT
2015/5/6
Quantification of vegetation properties plays an indispensable role in assessments of ecosystem function with leaf dry mater content (LDMC) and specific leaf area (SLA) being two important vegetatio...