Quasi-maximum likelihood estimation of dynamic models with time varying covariances
By: Tim Bollerslev, Jeffrey M. Wooldridge
Contributors: Massachusetts Institute of Technology. Dept. of Economics
Series: Working paper / Department of Economics -- no. 505; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 505.
Publisher: Massachusetts Institute of Technology
Published: 1988
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 50
Other titles: Dynamic models with time varying covariances, quasi-maximum likelihood estimation of.
Notes: Includes bibliographical references.