Consistency of Quasi-Maximum Likelihood Estimators for Models with Conditional Heteroskedasticity
Year of publication: |
[2008]
|
---|---|
Authors: | Newey, Whitney K. |
Other Persons: | Steigerwald, Douglas G. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
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