BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
Year of publication: |
2005
|
---|---|
Authors: | Iglesias, Emma M. ; Phillips, Garry D.A. |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 06, p. 1058-1086
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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