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Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
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Linton, Oliver
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Econometric theory
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2007
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6
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pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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Bivariate ARCH models : finite-sample properties of QML estimators and an application to an LM-type test
Iglesias, Emma M.
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Phillips, Garry D. A.
- In:
Econometric theory
21
(
2005
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6
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pp. 1058-1086
Persistent link: https://www.econbiz.de/10003193549
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