- Record: found
- Abstract: not found
- Article: not found
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
January 1992
January 1992
Read this article at
ScienceOpenPublisher
There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Abstract
Related collections
Most cited references34
- Record: found
- Abstract: not found
- Article: not found
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev (1986)
- Record: found
- Abstract: not found
- Article: not found
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle (1982)
- Record: found
- Abstract: not found
- Article: not found
A Simple Test for Heteroscedasticity and Random Coefficient Variation
T. S. Breusch, A. Pagan (1979)