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The persistence in volatility of the US term premium 1970-1986
Tzavalis, Elias; Wickens, M. R. - In: Economics Letters 49 (1995) 4, pp. 381-389
Persistent link: https://www.econbiz.de/10005297204
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A simple derivation of the limited information maximum likelihood estimator
Godfrey, L. G.; Wickens, M. R. - In: Economics Letters 10 (1982) 3-4, pp. 277-283
Persistent link: https://www.econbiz.de/10005362382