Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

Abdelhakim Aknouche and Christian Francq
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Abdelhakim Aknouche: Qassim University [Buraydah]

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Date: 2023-12
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Published in Journal of Econometrics, 2023, 237 (2), pp.105174. ⟨10.1016/j.jeconom.2021.09.002⟩

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Journal Article: Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (2023)
Working Paper: Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417229

DOI: 10.1016/j.jeconom.2021.09.002

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