BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
| Year of publication: |
2005
|
|---|---|
| Authors: | Iglesias, Emma M. ; Phillips, Garry D.A. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 06, p. 1058-1086
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |