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:	2025
The title of a journal, publication series:	Journal of Time Series Analysis
Volume:	46
Issue number:	3
Page range:	458-490
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