Improved Estimation of Dynamic Models of Conditional Means and Variances
Year of publication: |
2020
|
---|---|
Authors: | Wang, Weining ; Wooldridge, Jeffrey M. ; Xu, Mengshan |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Series: | IRTG 1792 Discussion Paper ; 2020-021 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230827 [Handle] RePEc:zbw:irtgdp:2020021 [RePEc] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: |
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