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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Medeiros, M.C."
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Medeiros, M.C.
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Erasmus University Rotterdam, Econometric Institute
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Structure and Asymptotic theory for Nonlinear Models with
GARCH
Errors
Chan, F.
;
McAleer, M.J.
;
Medeiros, M.C.
-
Erasmus University Rotterdam, Econometric Institute
-
2011
- Maximum Likelihood Estimator for a general nonlinear conditional mean model with first-order
GARCH
errors. …
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