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Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances
Authors:
T. Bollerslev J. M. Wooldridge
Citation:
T. Bollerslev et J. M. Wooldridge, Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances, Econometric reviews, 11(02), 1992, pp. 143
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