Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances

Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances
Author: Tim Bollerslev
Publisher:
Total Pages: 50
Release: 1988
Genre:
ISBN:


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Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances
Language: en
Pages: 50
Authors: Tim Bollerslev
Categories:
Type: BOOK - Published: 1988 - Publisher:

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QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC MODELS WITH TIME VARYNG COVARIANCES
Language: en
Pages:
Authors: Tim BOLLERSLEV
Categories:
Type: BOOK - Published: 1988 - Publisher:

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Maximum Likelihood Estimation of Misspecified Models
Language: en
Pages: 266
Authors: T. Fomby
Categories: Business & Economics
Type: BOOK - Published: 2003-12-12 - Publisher: Elsevier

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Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte --
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model
Language: en
Pages: 260
Authors: Oliver Old
Categories: Business & Economics
Type: BOOK - Published: 2022-07-27 - Publisher: Springer Nature

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The book addresses the problem of a time-varying unconditional variance of return processes utilizing a spline function. The knots of the spline functions are e
Estimation of Dynamic Models with Error Components
Language: en
Pages: 52
Authors: Theodore Wilbur Anderson
Categories: Econometrics
Type: BOOK - Published: 1980 - Publisher:

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