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Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation

✍ Scribed by Emma M. Iglesias; Garry D. A. Phillips

Book ID: 111040069
Publisher: John Wiley and Sons
Year: 2008
Tongue: English
Weight: 554 KB
Volume: 29
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2008.00582.x

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