Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions.
Year of publication: |
1980
|
---|---|
Authors: | Engle, Robert F |
Published in: |
International Economic Review. - Department of Economics. - Vol. 21.1980, 2, p. 391-407
|
Publisher: |
Department of Economics |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Bayesian Analysis of Stochastic Volatility Models: Comment.
Engle, Robert F, (1994)
-
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model.
Engle, Robert F, (1987)
-
Engle, Robert F, (1983)
- More ...