Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances
| Year of publication: |
1988-11
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| Authors: | Bollerslev, Tim ; Wooldridge, Jeffrey M. |
| Institutions: | Economics Department, Massachusetts Institute of Technology (MIT) |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 505 |
| Source: |
Persistent link: https://www.econbiz.de/10005587245