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Consistency tests for heteroskedastic and risk models
Pagan, Adrian R. - In: Estudios económicos 7 (1992) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10001133116
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On the inconsistency of the MLE in certain heteroskedastic regression models
Pagan, Adrian R. - In: Estudios económicos 6 (1991) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10001133122
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On the inconsistency of the MLE in certain heteroskedastic regression models
Pagan, Adrian R.; Sabau, Hernando C. - In: Estudios económicos 6 (1991) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10009918189
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Consistency tests for heteroskedastic and risk models
Pagan, Adrian R.; Sabau, Hernando C. - In: Estudios económicos 7 (1992) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10009918197