ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
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Publication:4512511
DOI10.1017/S0266466600164035zbMath1009.62079MaRDI QIDQ4512511
Publication date: 5 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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