HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Year of publication: |
2007
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Authors: | Iglesias, Emma M. ; Linton, Oliver B. ; Andrews, D.W.K. ; Andrews, D.W.K. ; Barndorff-Nielsen, O.E. ; Cox, D.R. ; Bollerslev, T. ; Bollerslev, T. ; Wooldridge, J.M. ; Chong, C.W. ; Ahmad, M.I. ; Abdullah, M.Y. ; Comte, F. ; Lieberman, O. ; Cox, D.R. ; Hall, P. ; Doornik, J.A. ; Ooms, M. ; Engle, R.F. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1136-1161
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