Publication:4217814
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zbMath0912.62126MaRDI QIDQ4217814
Jeffrey S. Racine, Gloria González-Rivera
Publication date: 26 May 1999
Fisher information; quasi-maximum likelihood; likelihood principle; semiparametric estimator; efficiency gains; generalized autoregressive conditionally heteroscedastic models
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis