Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830)
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scientific article; zbMATH DE number 5554078
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| English | Estimating multivariate ARCH parameters by two-stage least-squares method |
scientific article; zbMATH DE number 5554078 |
Statements
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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0.8402113914489746
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0.8087757229804993
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0.7981838583946228
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0.7977020144462585
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0.7918445467948914
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