HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS (Q2886979): Difference between revisions

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+Estimation in a simple random effects model with nonnormal distributions
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+Asymptotic theory for multivariate GARCH processes.
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown
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+Generalized autoregressive conditional heteroscedasticity
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+Econometric Estimators and the Edgeworth Approximation
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+The Validity of Nagar's Expansion for the Moments of Econometric Estimators
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+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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+Estimation When a Parameter is on a Boundary
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+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
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+A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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