Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Emma M. Iglesias and Garry D. A. Phillips
| Year of publication: |
2011
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|---|---|
| Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 3, p. 303-336
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| Subject: | ARCH-Modell | ARCH model | Stichprobenerhebung | Sampling | Systematischer Fehler | Bias | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Inflationsrate | Inflation rate | Theorie | Theory | USA | United States | 1996-2000 |
| 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/10008990434