Improved estimation of dynamic models of conditional means and variances


Wang, Weining ; Wooldridge, Jeffrey M. ; Xu, Mengshan


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DOI: https://doi.org/10.1111/jtsa.12770
URL: https://onlinelibrary.wiley.com/doi/10.1111/jtsa.1...
URN: urn:nbn:de:bsz:180-madoc-677499
Document Type: Article
Year of publication Online: 2024
Date: 29 August 2024
The title of a journal, publication series: Journal of Time Series Analysis
Volume: tba
Issue number: tba
Page range: 1-33
Place of publication: Oxford
Publishing house: Wiley Blackwell
ISSN: 0143-9782 , 1467-9892
Publication language: English
Institution: School of Law and Economics > VWL, Ökonometrie (Frölich 2008-)
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 510 Mathematics




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