Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for R-estimation
Publications & Outputs
R-estimators in GARCH models: asymptotics and applications
Liu, H. &
Mukherjee, K.
,
31/12/2021
,
In:
The Econometrics Journal.
25
,
1
,
p. 98-113
16 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
R-estimation in autoregression with square-integrable score function.
Mukherjee, K.
& Bai, Z. D.,
1/04/2002
,
In:
Journal of Multivariate Analysis.
81
,
1
,
p. 167-186
20 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review