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
Journal title
Econometric reviews → ACNP
ISSN journal
07474938
Volume
11
Issue
02
Year of publication
1992
Database
ICR
SICI code
0747-4938(1992)11:02<143:QLEAII>2.0.ZU;2-9