The Resource On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1, q) errors

On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1, q) errors

Label
On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1, q) errors
Title
On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1, q) errors
Creator
Contributor
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorDate
1952-
http://library.link/vocab/creatorName
Bauwens, Luc
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Vandeuren, Jean-Pierre
  • Université catholique de Louvain (1970- )
Series statement
CORE discussion papers
Series volume
9538
Label
On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1, q) errors
Link
http://www.uclouvain.be/en-44508.html
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb11965769
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)35078260
Label
On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1, q) errors
Link
http://www.uclouvain.be/en-44508.html
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb11965769
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)35078260

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