Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multivariate ARCH parameters by two-stage least-squares method |
scientific article |
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Estimating multivariate ARCH parameters by two-stage least-squares method (English)
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14 May 2009
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multivariate ARCH
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parameter estimation
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QMLE
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TSLS
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