📣 Help Shape the Future of UKRI's Gateway to Research (GtR)

We're improving UKRI's Gateway to Research and are seeking your input! If you would be interested in being interviewed about the improvements we're making and to have your say about how we can make GtR more user-friendly, impactful, and effective for the Research and Innovation community, please email gateway@ukri.org.

Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates (2014)

First Author: Han H

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/07350015.2014.897954

Publication URI: http://dx.doi.org/10.1080/07350015.2014.897954

Type: Journal Article/Review

Parent Publication: Journal of Business & Economic Statistics

Issue: 3