Efficiency bound calculations for a time series model, with conditional heteroskedasticity
| Year of publication: |
1991
|
|---|---|
| Authors: | Heaton, John C. ; Ogaki, Masao |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 35.1991, 2, p. 167-171
|
| Publisher: |
Elsevier |