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• Philip Hans Franses
• James T. Moser

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Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9249-a.

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Length: 10 pages
Date of creation: 1992
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Handle: RePEc:fth:erroem:9249-a

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Keywords: tests ; econometrics;

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1. Chor-yiu SIN, 2004. "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 North American Summer Meetings 476, Econometric Society. [Downloadable!]

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This page was last updated on 2009-11-20.