Estimation of SEM with GARCH errors (Q1927102)

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Estimation of SEM with GARCH errors
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    title
    Estimation of SEM with GARCH errors (English)
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    author
    Jaya Krishnakumar
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    Andi Kabili
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    Ilir Roko
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    publication date
    30 December 2012
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    Mathematics Subject Classification ID
    91G70
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    62M09
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    62G20
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    62M10
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    62P05
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    zbMATH DE Number
    6119745
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    zbMATH Keywords
    simultaneous equations
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    GARCH errors
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    quasi-maximum likelihood
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    GMM
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    simulation experiments
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    OpenAlex ID
    W2058306302
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    cites work
    Q4039873
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    Q4869532
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    Q3099635
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