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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B. - In: Econometric Theory 23 (2007) 06, pp. 1136-1161
Persistent link: https://www.econbiz.de/10005250140
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BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
Iglesias, Emma M.; Phillips, Garry D.A. - In: Econometric Theory 21 (2005) 06, pp. 1058-1086
Persistent link: https://www.econbiz.de/10005411756