Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
Year of publication: |
1997
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Authors: | Newey, Whitney K. ; Steigerwald, Douglas G. |
Published in: |
Econometrica. - Econometric Society. - Vol. 65.1997, 3, p. 587-600
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Publisher: |
Econometric Society |
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Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models
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