Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Emma M. Iglesias; Oliver B. Linton
| Year of publication: |
2007
|
|---|---|
| Authors: | Iglesias, Emma M. ; Linton, Oliver |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 6, p. 1136-1161
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003591844