Bivariate ARCH models: Finite-sample properties of QML estimators and an application to an LM-type test

Econometric Theory

Volumn 21, Issue 6, 2005, Pages 1058-1086

  Iglesias, Emma M ^a   Phillips, Garry D A ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25644449548     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S026646660505053X     Document Type: Article

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