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Semiparametric efficiency bounds in dynamic nonlinear systems under elliptical symmetry

Brown,W.Bryan and Hodgson, J.Douglas

Semiparametric efficiency bounds in dynamic nonlinear systems under elliptical symmetry 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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