Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Year of publication: |
1992
|
---|---|
Authors: | Bollerslev, Tim |
Other Persons: | Wooldridge, Jeffrey M. (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 11.1992, 2, p. 143-172
|
Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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