Pages that link to "Item:Q3458099"
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The following pages link to Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099):
Displaying 5 items.
- A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
