Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models (Q5958363)
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scientific article; zbMATH DE number 1715364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models |
scientific article; zbMATH DE number 1715364 |
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Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models (English)
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3 March 2002
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ARCH models
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relative efficiency
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maximum likelihood
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ordinary least squares
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