Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
Author:
Affiliation:
1. a Department of Applied Economics II , University of A Coruña , A Coruña , Spain
2. b Cardiff Business School , University of Wales , Cardiff , Wales , UK
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474938.2011.608007
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1. Estimation When a Parameter is on a Boundary
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