Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

DOI10.1080/07474939208800229zbMath0850.62884OpenAlexW2054477007MaRDI QIDQ4031295

Tim Bollerslev, Jeffrey M. Wooldridge

Publication date: 1 April 1993

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939208800229

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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