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Whittle Estimation of ARCH Models PDF

49 Pages·2001·0.36 MB·English
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by Unknow| 2001| 49 pages| 0.36| English

About Whittle Estimation of ARCH Models

modelling but also linear regression, and in either case bilinear and quadratic cointegration of multiple nonstationary fractional time series has been conM inconsistent when there is correlation between Rц and дц. However and convergence rate, but over another they do not, the NBLSE sufferin

Detailed Information

Author:Unknown
Publication Year:2001
Pages:49
Language:English
File Size:0.36
Format:PDF
Price:FREE
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