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Maximum likelihood based inference in the two-way random effects model with serially correlated time effects
Skoglund, Jimmy - In: Essays on Random Effects models and GARCH, (pp. 1-38). 2001
Persistent link: https://www.econbiz.de/10001590174
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Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
Skoglund, Jimmy - In: Essays on Random Effects models and GARCH, (pp. 39-88). 2001
Persistent link: https://www.econbiz.de/10001590176
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Specification and estimation of random effects models with serial correlation of general form
Skoglund, Jimmy - In: Essays on Random Effects models and GARCH, (pp. 89-115). 2001
Persistent link: https://www.econbiz.de/10001590178
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A simple efficient GMM estimator of GARCH models
Skoglund, Jimmy - In: Essays on Random Effects models and GARCH, (pp. 119-150). 2001
Persistent link: https://www.econbiz.de/10001590185