Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models

Econometrica

Volumn 65, Issue 3, 1997, Pages 587-599

  Newey, Whitney K ^a   Steigerwald, Douglas G ^a  

^a NONE

Author keywords

Conditional heteroskedasticity; Consistency; Quasi maximum likelihood

Indexed keywords

EID: 0012899343     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171754     Document Type: Article

References (16)

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