On asymptotically efficient estimation of conditional heteroskedasticity models
Tony S. Wirjanto
| Alternative title: | Wirjanto, Tony S.: On asymptotically efficient estimation of a class of conditionally heteroskedastic nonlinear regression models |
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| Year of publication: |
1992 ; Rev. version
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| Authors: | Wirjanto, Tony S. |
| Institutions: | University of Waterloo / Department of Economics (contributor) |
| Publisher: |
Waterloo, Ontario : Dep. of Economics, Univ. of Waterloo |
| Subject: | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
| Extent: | 14 S |
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| Series: | Waterloo economic series : working paper. - Waterloo, Ontario, ZDB-ID 2401487-4. - Vol. 9217 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000898935