Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models
Year of publication: |
1997
|
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Authors: | Newey, Whitney K. |
Other Persons: | Steigerwald, Douglas G. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 65.1997, 3, p. 587-599
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Subject: | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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