ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD...

Econometric Theory 2013 / 6 Vol. 29; Iss. 3

ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS

Avarucci, Marco, Beutner, Eric, Zaffaroni, Paolo
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Volume:
29
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466612000473
Date:
June, 2013
File:
PDF, 174 KB
english, 2013
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