Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models
| Year of publication: |
2001
|
|---|---|
| Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 74.2001, 1, p. 21-24
|
| Publisher: |
Elsevier |