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Econometrics Paper
Modified Whittle Estimation of Multilateral Models on a Lattice Peter M Robinson and J Vidal Sanz
June 2005
Paper No' EM/2005/492:
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JEL Classification: C13

Tags: spatial data; multilateral modelling; whittle estimation; edge effect; consistent variance estimation

Econometrics Paper
Whittle Estimation of ARCH Models Liudas Giraitis and Peter M Robinson
November 2000
Paper No' EM/2000/406:
Read Abstract | Full Paper (pdf)

Tags: arch models; whittle estimation.