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Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry

Brown, Bryan W and Hodgson, Douglas J

Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry J8302 2007 - 2007 - 35-48 V. 10 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Simultaneous equations;Non normality;Time Series;Multivariate GARCH;

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