Brown,W.Bryan and Hodgson, J.Douglas <br/><br/>
Semiparametric efficiency bounds in dynamic nonlinear systems under elliptical symmetry 
 2007 

 -  2007 
 - 35 - 48  V.  10  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Simultaneous equations;Non normality;Time series;Multivariate GARCH