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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, Gloria; Drost, Feike C. - In: Journal of econometrics 93 (1999) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001406643
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Testing for neglected nonlinearity in regression models based on the theory of random fields
Dahl, Christian M.; González-Rivera, Gloria - In: Journal of econometrics 114 (2003) 1, pp. 141-164
Persistent link: https://www.econbiz.de/10001738927
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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, G.; Drost, F.C. - In: Journal of econometrics 93 (1999) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10006784387
Cover Image
Testing for neglected nonlinearity in regression models based on the theory of random fields
Dahl, Christian M.; González-Rivera, Gloria - In: Journal of econometrics 114 (2003) 1, pp. 141-164
Persistent link: https://www.econbiz.de/10006763312
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QML and GMM estimators of stochastic volatility models: Response to Andersen and Sørensen
Ruiz, Esther - In: Journal of econometrics 76 (1997) 1-2, pp. 405-406
Persistent link: https://www.econbiz.de/10006793681