Efficient estimation in semiparametric GARCH models
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-74146.
Date of creation: 1997
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Publication status: Published in Journal of Econometrics (1997) v.81, p.193-221
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Web page: http://www.tilburguniversity.edu/
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- Steigerwald, Douglas G., 1992. "Adaptive estimation in time series regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 251-275.
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