Journal of Applied Econometrics, Vol. 17, No. 5, Special Issue: Modelling and Forecasting Financial Volatility (Sep. - Oct., 2002), pp. 509-534 (26 pages) Theoretical and practical interest in ...
Strong Lagrangian theory is used to illuminate the properties of the profile log likelihood. General conditions are given which lead to a simplification of the computations required to plot this ...
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