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Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 532-557
Persistent link: https://www.econbiz.de/10009539710
Saved in:
3
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation
Iglesias, Emma
;
Phillips, Garry
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 303-337
Persistent link: https://www.econbiz.de/10008844947
Saved in:
4
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
31
(
2012
)
5
,
pp. 532-558
Persistent link: https://www.econbiz.de/10009842058
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