Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models
Year of publication: |
2008-04-06
|
---|---|
Authors: | Kyriakopoulou, Dimitra ; Demos, Antonis |
Institutions: | Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) |
Subject: | Edgeworth expansion | moving average process | method of moments | Quasi Maximum Likelihood | autocorrelation | asymptotic properties |
-
Generalized autoregressive method of moments
Creal, Drew, (2015)
-
Generalized autoregressive Method of Moments
Creal, Drew, (2018)
-
Generalized Autoregressive Method of Moments
Creal, Drew, (2018)
- More ...
-
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model
Demos, Antonis, (2010)
-
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
Anyfantaki, Sofia, (2012)
-
Arvanitis, Stelios, (2012)
- More ...