Papyrus : Digital Institutional Repository


Dessin du pavillon Roger Gaudry/Sketch of Roger Gaudry Building

Papyrus : Université de Montréal Digital Institutional Repository - Browsing by Subject "QMLE"

Digital Institutional Repository

Papyrus : Université de Montréal Digital Institutional Repository - Browsing by Subject "QMLE"

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  • MEDDAHI, Nour; RENAULT, Éric (1998)
    This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. ...

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