Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2006.05.011
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+A test for the presence of conditional heteroskedasticity within arch-m framework
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+Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
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+Modelling the persistence of conditional variances
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+LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
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+Q4839358
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+On the estimation of \(\beta\)-ARCH models
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+Q3580443
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+Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation
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+ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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+Q4225475
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