TY  - JOUR
TI  - Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
AU  - Tim Bollerslev
AU  - Jeffrey M. Wooldridge
JO  - Econometric Reviews
PY  - 1992
VL  - 11
IS  - 2
DO  - 10.1080/07474939208800229
UR  - https://doi.org/10.1080/07474939208800229
ER  -