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About this Economics, Econometrics and Finance article
Quasi-maximum Likelihood Estimation and Inference in Dynamic Models with Time-varying Covariances by Bollerslev, Tim; Wooldridge, Jeffrey M. is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Bollerslev, Tim; Wooldridge, Jeffrey M.
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Marcel Dekker Inc.; Informa UK Limited (ISSN 0747-4938)
- Published
- 1992
- Field
- Economics, Econometrics and Finance (Social Sciences)