HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
| Year of publication: |
2007
|
|---|---|
| Authors: | Iglesias, Emma M. ; Linton, Oliver B. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 06, p. 1136-1161
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |