On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Louvain-la-Neuve
1995
|
| Schriftenreihe: | Center for Operations Research and Econometrics <Louvain>: Discussion paper
9538 |
| Schlagworte: | |
| Beschreibung: | 22 S. |
Internformat
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| 245 | 1 | 0 | |a On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors |c Luc Bauwens and Jean-Pierre Vandeuren |
| 264 | 1 | |a Louvain-la-Neuve |c 1995 | |
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| 490 | 1 | |a Center for Operations Research and Econometrics <Louvain>: Discussion paper |v 9538 | |
| 650 | 4 | |a Error analysis (Mathematics) | |
| 650 | 4 | |a Estimation theory | |
| 700 | 1 | |a Van Deuren, Jean-Pierre |e Verfasser |4 aut | |
| 830 | 0 | |a Center for Operations Research and Econometrics <Louvain>: Discussion paper |v 9538 |w (DE-604)BV007930339 |9 9538 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006996717 | ||
Datensatz im Suchindex
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| author | Bauwens, Luc 1952- Van Deuren, Jean-Pierre |
| author_GND | (DE-588)17029837X |
| author_facet | Bauwens, Luc 1952- Van Deuren, Jean-Pierre |
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| id | DE-604.BV010499678 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:53:32Z |
| institution | BVB |
| language | English |
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| physical | 22 S. |
| publishDate | 1995 |
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| series | Center for Operations Research and Econometrics <Louvain>: Discussion paper |
| series2 | Center for Operations Research and Econometrics <Louvain>: Discussion paper |
| spelling | Bauwens, Luc 1952- Verfasser (DE-588)17029837X aut On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors Luc Bauwens and Jean-Pierre Vandeuren Louvain-la-Neuve 1995 22 S. txt rdacontent n rdamedia nc rdacarrier Center for Operations Research and Econometrics <Louvain>: Discussion paper 9538 Error analysis (Mathematics) Estimation theory Van Deuren, Jean-Pierre Verfasser aut Center for Operations Research and Econometrics <Louvain>: Discussion paper 9538 (DE-604)BV007930339 9538 |
| spellingShingle | Bauwens, Luc 1952- Van Deuren, Jean-Pierre On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors Center for Operations Research and Econometrics <Louvain>: Discussion paper Error analysis (Mathematics) Estimation theory |
| title | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors |
| title_auth | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors |
| title_exact_search | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors |
| title_full | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors Luc Bauwens and Jean-Pierre Vandeuren |
| title_fullStr | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors Luc Bauwens and Jean-Pierre Vandeuren |
| title_full_unstemmed | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors Luc Bauwens and Jean-Pierre Vandeuren |
| title_short | On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH(1,q) errors |
| title_sort | on the weak consistency of the quasi maximum likelihood estimator in var models with bekk garch 1 q errors |
| topic | Error analysis (Mathematics) Estimation theory |
| topic_facet | Error analysis (Mathematics) Estimation theory |
| volume_link | (DE-604)BV007930339 |
| work_keys_str_mv | AT bauwensluc ontheweakconsistencyofthequasimaximumlikelihoodestimatorinvarmodelswithbekkgarch1qerrors AT vandeurenjeanpierre ontheweakconsistencyofthequasimaximumlikelihoodestimatorinvarmodelswithbekkgarch1qerrors |