2

TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS

Year:
2013
Language:
english
File:
PDF, 348 KB
english, 2013
4

Likelihood-based inference for cointegration with nonlinear error-correction

Year:
2010
Language:
english
File:
PDF, 785 KB
english, 2010
8

Asymptotics of the QMLE for Non-Linear ARCH Models

Year:
2009
Language:
english
File:
PDF, 565 KB
english, 2009
10

Asymptotics of the QMLE for General Arch(q) Models

Year:
2005
Language:
english
File:
PDF, 391 KB
english, 2005
15

Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

Year:
2010
Language:
english
File:
PDF, 334 KB
english, 2010
16

ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS

Year:
2005
Language:
english
File:
PDF, 156 KB
english, 2005
17

Asymptotics of the QMLE for a Class of ARCH(q) Models

Year:
2005
Language:
english
File:
PDF, 1.45 MB
english, 2005