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~institution:"Cowles Foundation for Research in Economics, Yale University"
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Estimation When a Parameter Is on a Boundary: Theory and Applications
Andrews, Donald W.K.
-
Cowles Foundation for Research in Economics, Yale University
-
1997
equal to zero, (5) quasi-ML estimation of a
GARCH
(
1
,q*) or IGARCH(1,q*) model with some GARCH MA parameters equal to zero …
Persistent link: https://www.econbiz.de/10004990737
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